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subject:"Theory"
~person:"Gouriéroux, Christian"
~subject:"Option pricing theory"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Theory
Option pricing theory
Yield curve
30
Zinsstruktur
30
Theorie
19
Credit risk
7
Kreditrisiko
7
Derivat
6
Derivative
6
Anleihe
5
Bond
5
Optionspreistheorie
4
Markov chain
3
Markov-Kette
3
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3
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3
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2
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term structure
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English
23
Author
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Gouriéroux, Christian
Rudebusch, Glenn D.
55
Bekaert, Geert
35
Schlögl, Erik
32
Gollier, Christian
31
Chiarella, Carl
29
Joshi, Mark S.
28
Christensen, Jens H. E.
27
Diebold, Francis X.
25
Monfort, Alain
25
Jarrow, Robert A.
23
Singleton, Kenneth J.
23
Foresi, Silverio
21
Rebonato, Riccardo
21
Renne, Jean-Paul
20
Sandmann, Klaus
20
Tzavalis, Elias
20
Fabozzi, Frank J.
19
Filipović, Damir
19
Medvedev, Gennady
19
Meldrum, Andrew
18
Goldstein, Robert S.
17
Orphanides, Athanasios
17
Collin-Dufresne, Pierre
16
Crump, Richard K.
16
Cúrdia, Vasco
16
Engstrom, Eric
16
Friedman, Benjamin M.
16
Uhrig-Homburg, Marliese
16
Woodford, Michael
16
Lemke, Wolfgang
15
Mishkin, Frederic S.
15
Pelsser, Antoon André Jean
15
Scaillet, Olivier
15
Wu, Jing Cynthia
15
Andreasen, Martin Møller
14
Dai, Qiang
14
Durham, J. Benson
14
Gnoatto, Alessandro
14
Hördahl, Peter
14
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Documents de travail / Banque de France
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper
1
Dynamique des marchés financiers et prévisions
1
Finance : revue de l'Association Française de Finance
1
Journal of econometrics
1
Journal of empirical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
23
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1
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
2
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
4
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
Saved in:
5
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
6
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
7
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
8
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
9
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
10
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
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