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Search: "Roussellet, Guillaume"
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Affine modeling of credit risk, pricing of credit events and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2019
-
This version: December 2019
Persistent link: https://www.econbiz.de/10012237594
Saved in:
2
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2015
Persistent link: https://www.econbiz.de/10011305204
Saved in:
3
A quadratic Kalman filter
Monfort, Alain
;
Renne, Jean-Paul
;
Roussellet, Guillaume
-
2014
Persistent link: https://www.econbiz.de/10010438259
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