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Hainaut, Donatien's
Scholarly Papers
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Aggregate Statistics |
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Downloads
153 |
Total
Citations
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1.
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Hainaut, Donatien
ESC Rennes School of Business Colwell, David B.
University of New South Wales (UNSW) - School of Banking and Finance
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49
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credit risk, lévy processes, switching regimes
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2.
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Hainaut, Donatien
ESC Rennes School of Business Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
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39
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Regime-switching model, Markov chain, Lévy process
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3.
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Hainaut, Donatien
ESC Rennes School of Business Robert, Christian Yann
University of Lyon 1 - Institute of Finance and Insurance Science (ISFA)
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35
(231,110)
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Credit migrations models, Partial and delayed information, Corporate bonds, Credit derivatives, Phase-type distributions
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4.
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Hainaut, Donatien
ESC Rennes School of Business
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16
(289,784)
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Hidden Markov process, switching Brownian motion, Interest rates
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5.
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Hainaut, Donatien
ESC Rennes School of Business Deelstra, Griselda
Université Libre de Bruxelles (ULB)
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14
(296,926)
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default risk, structural model, incomplete information, convex ordering, comonotonicity
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Records 1 -
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