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1
Synthetizing a debt guarantee : super-replication versus utility approach
Jacques, Sébastien
;
Lai, Van Son
;
Soumaré, Issouf
- In:
International review of financial analysis
20
(
2011
)
1
,
pp. 27-40
Persistent link: https://www.econbiz.de/10009295925
Saved in:
2
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
3
An analysis of private loan guarantee portfolios
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
Financial risk and financial risk management
,
(pp. 395-415)
.
2002
Persistent link: https://www.econbiz.de/10001755653
Saved in:
4
Economic capital for bond insurers
Grégoire, Luc
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
19
(
2009/10
)
3
,
pp. 47-65
Persistent link: https://www.econbiz.de/10003940855
Saved in:
5
Hedging portfolios of financial guarantees
Lai, Van Son
;
Langlois, Yves
;
Soumaré, Issouf
- In:
Journal of risk
11
(
2008/09
)
2
,
pp. 39-63
Persistent link: https://www.econbiz.de/10003809406
Saved in:
6
Banks' capital buffer, risk and performance in the Canadian banking system : impact of business cycles and regulatory changes
Guidara, Alaa
;
Lai, Van Son
;
Soumaré, Issouf
;
Tchana …
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3373-3387
Persistent link: https://www.econbiz.de/10010126420
Saved in:
7
Project finance with limited recourse : an option pricing approach to debt capacity and project risk
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of structured finance
13
(
2007/08
)
3
,
pp. 97-104
Persistent link: https://www.econbiz.de/10003862378
Saved in:
8
Risk-based capital and credit insurance portfolios
Lai, Van Son
;
Soumaré, Issouf
- In:
Financial markets, institutions & instruments
19
(
2010
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10003972086
Saved in:
9
An analysis of portfolios of insured debts
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
Saved in:
10
Investment incentives in project finance in the presence of partial loan guarantees
Lai, Van Son
;
Soumaré, Issouf
- In:
Research in finance
22
(
2005
),
pp. 161-186
Persistent link: https://www.econbiz.de/10003753344
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