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Search: person:"Gouriéroux, C."
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Gouriéroux, Christian
3
Monfort, Alain
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Fourgeaud, Claude
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Pradel, Jacqueline
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Annals of economics and statistics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annals of economics and statistics
109/110
(
2013
),
pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
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2
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
Saved in:
3
Sélection de clientèle et tarification de prêt bancaire
Fourgeaud, Claude
;
Gouriéroux, Christian
;
Pradel, …
-
1989
Persistent link: https://www.econbiz.de/10000814951
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