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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"International review of economics & finance : IREF"
~person:"Bielecki, Tomasz R."
~person:"Gouriéroux, Christian"
~subject:"Theory"
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Bielecki, Tomasz R.
Gouriéroux, Christian
Filipović, Damir
4
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3
Monfort, Alain
3
Rutkowski, Marek
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Annales d'économie et de statistique
International review of economics & finance : IREF
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Documents de travail / Banque de France
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper
1
Dynamique des marchés financiers et prévisions
1
Finance : revue de l'Association Française de Finance
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Journal of empirical finance
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Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
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2
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
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3
Multiple ratings model of defaultable term structure
Bielecki, Tomasz R.
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 125-139
Persistent link: https://www.econbiz.de/10002177192
Saved in:
4
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
- In:
Annales d'économie et de statistique
(
1995
),
pp. 37-65
Persistent link: https://www.econbiz.de/10001333820
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