Pascal François

Available identifiers

zbMath Open francois.pascalMaRDI QIDQ318865

List of research outcomes

Publication	Date of Publication	Type
Resolution of financial distress under Chapter 11	2016-10-06	Paper
Prepayment risk on callable bonds: theory and test	2015-11-27	Paper
Optimal hedging when the underlying asset follows a regime-switching Markov process	2015-02-04	Paper
Currency total return swaps: valuation and risk factor analysis	2014-02-20	Paper
Game theoretic analysis of negotiations under bankruptcy	2012-12-29	Paper
Closed-form solutions to stochastic process switching problems	2008-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q3369465	2006-02-13	Paper
A dynamic programming approach to price installment options	2005-10-26	Paper

Research outcomes over time

This page was built for person: Pascal François