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Improving lattice schemes through bias reduction
Denault, Michel; Gauthier, Geneviève; Simonato, Jean-Guy - In: The journal of futures markets 26 (2006) 8, pp. 733-757
Persistent link: https://www.econbiz.de/10003353575
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Estimation of physical intensity models for default risk
Denault, Michel; Gauthier, Geneviève; Simonato, Jean-Guy - In: The journal of futures markets 29 (2009) 2, pp. 95-113
Persistent link: https://www.econbiz.de/10003831056
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Approximating American option prices in the GARCH framework
Duan, Jin-Chuan; Gauthier, Geneviève; Sasseville, Caroline - In: The journal of futures markets 23 (2003) 10, pp. 915-929
Persistent link: https://www.econbiz.de/10001789593
Cover Image
Estimation of physical intensity models for default risk
Denault, Michel; Gauthier, Geneviève; Simonato, Jean-Guy - In: The journal of futures markets 29 (2009) 2, pp. 95-113
Persistent link: https://www.econbiz.de/10008161644
Cover Image
Improving lattice schemes through bias reduction
Denault, Michel; Gauthier, Geneviève; Simonato, Jean-Guy - In: The journal of futures markets 26 (2006) 8, pp. 733-758
Persistent link: https://www.econbiz.de/10007268384
Cover Image
Approximating American option prices in the GARCH framework
Duan, Jin-Chuan; Gauthier, Geneviève; Sasseville, Caroline - In: The journal of futures markets 23 (2003) 10, pp. 915-930
Persistent link: https://www.econbiz.de/10006821173