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subject:"Theory"
~isPartOf:"Documents de travail / Banque de France"
~person:"Crump, Richard K."
~person:"Gouriéroux, Christian"
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Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
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2013
Persistent link: https://www.econbiz.de/10010200003
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A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
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2012
Persistent link: https://www.econbiz.de/10009574575
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