Grégoire Leblon

University of Rennes I, Graduate School of Management and CREM

IGR - IAE de Rennes

11, rue Jean Macé

Rennes, 35000

France

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Scholarly Papers (1)

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Quadratic, Affine and Hybrid Gaussian Term Structure Models in Discrete Time: Theory and Evidence

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 52 Posted: 26 Oct 2009 Last Revised: 28 Mar 2013
Grégoire Leblon and Franck Moraux
University of Rennes I, Graduate School of Management and CREM and Université de Rennes I and CREM
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Abstract:

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