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!
| Publication | Date of Publication | Type |
|---|---|---|
| Resolution of financial distress under Chapter 11 Journal of Economic Dynamics and Control | 2016-10-06 | Paper |
| Prepayment risk on callable bonds: theory and test Decisions in Economics and Finance | 2015-11-27 | Paper |
| Optimal hedging when the underlying asset follows a regime-switching Markov process European Journal of Operational Research | 2015-02-04 | Paper |
| Currency total return swaps: valuation and risk factor analysis Quantitative Finance | 2014-02-20 | Paper |
| Game theoretic analysis of negotiations under bankruptcy European Journal of Operational Research | 2012-12-29 | Paper |
| Closed-form solutions to stochastic process switching problems Journal of Mathematical Economics | 2008-11-13 | Paper |
| scientific article; zbMATH DE number 5005906 (Why is no real title available?) | 2006-02-13 | Paper |
| A dynamic programming approach to price installment options European Journal of Operational Research | 2005-10-26 | Paper |
Research outcomes over time
This page was built for person: Pascal François
