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International money and stock market contingent claims
Gouriéroux, Christian; Monfort, Alain; Sufana, Razvan - 2005
Persistent link: https://www.econbiz.de/10003333862
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A classification of two factor affine diffusion term structure models
Gouriéroux, Christian; Sufana, Razvan - 2005
Persistent link: https://www.econbiz.de/10003333863
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Derivative pricing with multivariate stochastic volatility : application to credit risk
Gouriéroux, Christian; Sufana, Razvan - 2004
Persistent link: https://www.econbiz.de/10002597934
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The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian; Jasiak, Joann; Sufana, Razvan - 2004
Persistent link: https://www.econbiz.de/10002597955
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Whishart quadratic term structure models
Gouriéroux, Christian; Sufana, Razvan - 2003
Persistent link: https://www.econbiz.de/10002170564
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Contrats d'assurance chômage sur prêts immobiliers : etude descriptive et valorisation du portefeuille
Gouriéroux, Christian - 1993
Persistent link: https://www.econbiz.de/10000859864
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000886669
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Unemployment insurance and mortgages
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000888455
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Indirect inference for stochastic differential equations
Gouriéroux, Christian; Monfort, Alain - 1994
Persistent link: https://www.econbiz.de/10000895472
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Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian; Jouneau, Frédéric - 1993
Persistent link: https://www.econbiz.de/10000856022