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~person:"Corradin, Stefano"
~person:"Goldstein, Bob"
~person:"Hugonnier, J."
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Corradin, Stefano
Goldstein, Bob
Hugonnier, J.
Collin-Dufresne, Pierre
67
Goldstein, Robert S.
26
Fos, Vyacheslav
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Dufresne, Pierre Collin
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Is the bond market competitive? : evidence from the ECB's asset purchase programme
Breckenfelder, Johannes
;
Collin-Dufresne, Pierre
; …
-
2023
-
This draft: February 22, 2024
Persistent link: https://www.econbiz.de/10014483063
Saved in:
2
Unspanned stochastic volatility and fixed income derivatives pricing
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Goldstein, Bob
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2723-2749
Persistent link: https://www.econbiz.de/10003121044
Saved in:
3
A general formula for valuing defaultable securities
Collin-Dufresne, Pierre
;
Goldstein, R.
;
Hugonnier, J.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1377-1407
Persistent link: https://www.econbiz.de/10002197421
Saved in:
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