Jean-Sébastien Fontaine

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
What model for the target rate
Studies in Nonlinear Dynamics & Econometrics
2023-04-19Paper
Implied volatility and skewness surface
Review of Derivatives Research
2018-11-09Paper
Non-Markov Gaussian Term Structure Models: The Case of Inflation*
Review of Finance
2018-11-09Paper
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty
Review of Finance
2018-11-07Paper


Research outcomes over time


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