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Efficient derivative pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2004
Persistent link: https://www.econbiz.de/10002597912
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Efficient derivate pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10003333856
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Constrained nonparametric copulas
Gagliardini, Patrick; Gouriéroux, Christian - 2002
Persistent link: https://www.econbiz.de/10001714340
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Duration time series models with proportional hazard
Gagliardini, Patrick; Gouriéroux, Christian - 2002
Persistent link: https://www.econbiz.de/10001714344
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Stochastic migration models with application to corporate risk
Gagliardini, Patrick; Gouriéroux, Christian - 2004
Persistent link: https://www.econbiz.de/10002598018
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Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick; Gouriéroux, Christian - 2012
Persistent link: https://www.econbiz.de/10009553161
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Survival of hedge funds : frailty vs contagion
Darolles, Serge; Gagliardini, Patrick; Gouriéroux, … - 2012
Persistent link: https://www.econbiz.de/10010188790
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Efficiency in large dynamic panel models with common factor
Gagliardini, Patrick; Gouriéroux, Christian - 2010 - Rev.
Persistent link: https://www.econbiz.de/10003988271
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Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick; Gouriéroux, Christian - 2010 - Rev.
Persistent link: https://www.econbiz.de/10003988308
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Granularity theory with application to finance and insurance
Gouriéroux, Christian; Gagliardini, Patrick - 2011
Persistent link: https://www.econbiz.de/10009412290