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Dionne, Georges
64
Gauthier, Geneviève
11
Simonato, Jean-Guy
9
Gagné, Robert
7
Tahani, Nabil
6
Dionne, G.
5
Vanasse, Charles
4
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Economics letters
8
Journal of risk and uncertainty : JRU
8
L' Actualité économique : revue trimest.
7
Journal of banking & finance
6
The journal of futures markets
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
5
Journal of empirical finance
4
The European journal of finance
4
Assurances et gestion des risques : revue trimestrielle
2
Journal of econometrics
2
Journal of political economy
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of economics and statistics
2
Applied mathematical finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Economic theory
1
Economie & prévision : EP
1
European journal of operational research : EJOR
1
Financial management
1
Financial services review : the journal of individual financial management
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ILR review : a publication of the New York State School of Industrial and Labor Relations, a statutory college of the State University, Cornell University, Ithaca
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International economic review
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Journal of economic behavior & organization : JEBO
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Journal of financial intermediation
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Journal of productivity analysis
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Journal of public economics
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Journal of the European Economic Association
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Journal of transport economics and policy
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Managerial finance
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Operations research, Management science : OR MS ; the international literature digest
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Review of economic design : RED
1
Southern economic journal
1
The journal of operational risk
1
The review of economic studies
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OLC EcoSci
ECONIS (ZBW)
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RePEc
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USB Cologne (EcoSocSci)
6
EconStor
5
BASE
3
Other ZBW resources
3
USB Cologne (business full texts)
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Heterogeneous basket options pricing using analytical approximations
Dionne, Georges
;
Gauthier, Genevieve
;
Ouertani, Nadia
; …
- In:
Multinational finance journal : MF ; quarterly …
15
(
2011
)
1/2
,
pp. 47-85
Persistent link: https://www.econbiz.de/10009879332
Saved in:
2
Risk Management of Nonstandard Basket Options with Different Underlying Assets
Dionne, Georges
;
Gauthier, Geneviève
;
Ouertani, Nadia
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 299-326
Persistent link: https://www.econbiz.de/10010063669
Saved in:
3
A reduced form model of default spreads with Markov-switching macroeconomic factors
Dionne, Georges
;
Gauthier, Geneviève
;
Hammami, Khemais
; …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1984-2001
Persistent link: https://www.econbiz.de/10009030539
Saved in:
4
Default Risk in Corporate Yield Spreads
Dionne, Georges
;
Gauthier, Geneviève
;
Hammami, Khemais
; …
- In:
Financial management
39
(
2010
)
2
,
pp. 707-732
Persistent link: https://www.econbiz.de/10008430643
Saved in:
5
Valuing credit derivatives using Gaussian quadrature: A stochastic volatility framework
Tahani, Nabil
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 3-36
Persistent link: https://www.econbiz.de/10006819201
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6
Exotic Geometric Average Options Pricing under Stochastic Volatility
Tahani, Nabil
- In:
Applied mathematical finance
20
(
2013
)
3
,
pp. 229-245
Persistent link: https://www.econbiz.de/10010140086
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7
CREDIT SPREAD OPTION VALUATION UNDER GARCH
Tahani, Nabil
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10007296023
Saved in:
8
Freedom at 55 or drudgery till 70?
Tahani, Nabil
;
Robinson, Chris
- In:
Financial services review : the journal of individual …
19
(
2010
)
4
,
pp. 275-285
Persistent link: https://www.econbiz.de/10009252328
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9
Pricing interest rate derivatives under stochastic volatility
Tahani, Nabil
;
Li, Xiaofei
- In:
Managerial finance
37
(
2011
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10008768378
Saved in:
10
Approximating American option prices in the GARCH framework
Duan, Jin-Chuan
;
Gauthier, Geneviève
;
Sasseville, Caroline
- In:
The journal of futures markets
23
(
2003
)
10
,
pp. 915-930
Persistent link: https://www.econbiz.de/10006821173
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