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A characterization of CAT bond performance indices
Trottier, Denis-Alexandre; Lai, Van Son; Godin, Frédéric - In: Finance research letters 28 (2019), pp. 431-437
Persistent link: https://www.econbiz.de/10012388359
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An analysis of government loan guarantees and direct investment through public-private partnerships
Soumaré, Issouf; Lai, Van Son - In: Economic modelling 59 (2016), pp. 508-519
Persistent link: https://www.econbiz.de/10011647920
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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
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Option pricing under regime-switching models : novel approaches removing path-dependence
Godin, Frédéric; Lai, Van Son; Trottier, Denis-Alexandre - In: Insurance / Mathematics & economics 87 (2019), pp. 130-142
Persistent link: https://www.econbiz.de/10012058933
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Basel III capital buffers and Canadian credit unions lending : impact of the credit cycle and the business cycle
Hessou, Helyoth; Lai, Van Son - In: International review of financial analysis 57 (2018), pp. 23-39
Persistent link: https://www.econbiz.de/10012006305
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Basel III capital buffer requirements and credit union prudential regulation : Canadian evidence
Hessou, Helyoth; Lai, Van Son - In: Journal of financial stability 30 (2017), pp. 92-110
Persistent link: https://www.econbiz.de/10011825598
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CAT bond spreads via HARA utility and nonparametric tests
Trottier, Denis-Alexandre; Lai, Van Son; Charest, … - In: The journal of fixed income 28 (2018) 1, pp. 75-99
Persistent link: https://www.econbiz.de/10011905584
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A general class of distortion operators for pricing contingent claims with applications to CAT bonds
Godin, Frédéric; Lai, Van Son; Trottier, Denis-Alexandre - In: Scandinavian actuarial journal 2019 (2019) 7, pp. 558-584
Persistent link: https://www.econbiz.de/10012194976
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Are market views on banking industry useful for forecasting economic growth?
Lai, Van Son; Ye, Xiaoxia; Zhao, Lu - In: Pacific-Basin finance journal 57 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012170575
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Banks' non-traditional activities under regulatory changes : impact on risk, performance and capital adequacy
Gueyié, Jean-Pierre; Guidara, Alaa; Lai, Van Son - In: Applied economics 51 (2019) 29, pp. 3184-3197
Persistent link: https://www.econbiz.de/10012196813