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Chateau, Jean-Pierre D.
4
Chateau, J.-P.
2
Chateau, John-Peter D.
2
Do, Toan Q.
1
Dufresne, D.
1
Wu, J.
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International review of financial analysis
4
L' Actualité économique : revue trimest.
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Finance : revue de l'Association Française de Finance
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OLC EcoSci
ECONIS (ZBW)
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The stochastic-volatility American put option of banks' credit line commitments: - Valuation and policy implications
Chateau, J.-P.
;
Dufresne, D.
- In:
International review of financial analysis
11
(
2002
)
2
,
pp. 159-182
Persistent link: https://www.econbiz.de/10007166169
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2
Contribution à la réglementation de Bâle-3 : de la consistance interne du continuum du crédit commercial en marquant à la "valeur de modèle" le risque de crédit des engagements de...
Chateau, Jean-Pierre D.
- In:
L' Actualité économique : revue trimest.
87
(
2011
)
4
,
pp. 445-479
Persistent link: https://www.econbiz.de/10010039150
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3
La programmation deterministe du budget de capital : un modèle financier
Chateau, Jean-Pierre D.
- In:
L' Actualité économique : revue trimest.
50
(
1974
)
3
,
pp. 415-449
Persistent link: https://www.econbiz.de/10009898619
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4
Financement dynamique des intermédiaires financiers : l'effet de la volatilit ́du taux de crédit sur les dépôts de base
Chateau, Jean-Pierre D.
- In:
L' Actualité économique : revue trimest.
66
(
1990
)
1
,
pp. 50-64
Persistent link: https://www.econbiz.de/10009898882
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5
Basel-2 capital adequacy: Computing the ‘fair’ capital charge for loan commitment ‘true’ credit risk
Chateau, J.-P.
;
Wu, J.
- In:
International review of financial analysis
16
(
2007
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10007392031
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6
Beyond Basel-2 simplified standardized approach: Credit risk valuation of short-term loan commitments
Chateau, John-Peter D.
- In:
International review of financial analysis
16
(
2007
)
5
,
pp. 412-433
Persistent link: https://www.econbiz.de/10007882011
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7
Marking-to-model credit and operational risks of loan commitments: A Basel-2 advanced internal ratings-based approach
Chateau, John-Peter D.
- In:
International review of financial analysis
18
(
2009
)
5
,
pp. 260-271
Persistent link: https://www.econbiz.de/10008891784
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8
A geometrical exposition of the credit setting strategies of the banking firm under loan rate uncertainty
Do, Toan Q.
;
Chateau, Jean-Pierre D.
- In:
Finance : revue de l'Association Française de Finance
6
(
1985
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10009918692
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