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ECONIS (ZBW)
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Strategic analysis of risk-shifting incentives with convertible debt
François, Pascal
;
Hübner, Georges
;
Papageorgiou, Nicolas
- In:
The quarterly journal of finance
1
(
2011
)
2
,
pp. 293-321
Persistent link: https://www.econbiz.de/10009309748
Saved in:
2
Asset dynamics estimation and its impact on CDS pricing
François, Pascal
;
Hübner, Georges
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 121-141)
.
2008
Persistent link: https://www.econbiz.de/10003748411
Saved in:
3
Contrat de dette et formes optionnelles de l'action
François, Pascal
- In:
Finance : revue de l'Association Française de Finance
17
(
1996
)
2
,
pp. 71-103
Persistent link: https://www.econbiz.de/10001229452
Saved in:
4
Tax loss carry-forwards and optimal leverage
François, Pascal
- In:
Applied financial economics
16
(
2006
)
14
,
pp. 1075-1083
Persistent link: https://www.econbiz.de/10003377865
Saved in:
5
Une interprétation comportementale de la bulle spéculative spontanée
Hübner, Georges
- In:
Gestion 2000
11
(
1995
)
5
,
pp. 177-195
Persistent link: https://www.econbiz.de/10001189451
Saved in:
6
The analytic pricing of asymmetric defaultable swaps
Hübner, Georges
- In:
Journal of banking & finance
25
(
2001
)
2
,
pp. 295-316
Persistent link: https://www.econbiz.de/10001545295
Saved in:
7
The generalized treynor ratio
Hübner, Georges
- In:
Review of finance : journal of the European Finance …
9
(
2005
)
3
,
pp. 415-435
Persistent link: https://www.econbiz.de/10003101808
Saved in:
8
Heterogeneous beliefs and the choice between private restructuring and formal bankruptcy
François, Pascal
;
Raviv, Alon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011878946
Saved in:
9
Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
Saved in:
10
Closed-form solutions to stochastic process switching problems
François, Pascal
;
Morellec, Erwan
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1072-1083
Persistent link: https://www.econbiz.de/10003783820
Saved in:
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