Monique Pontier

University of Toulouse III

118 Route de Narbonne

Toulouse cedex 9, F-31062

France

SCHOLARLY PAPERS

2

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220

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Scholarly Papers (2)

1.

A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility

Number of pages: 15 Posted: 24 Apr 2008
Elisa Alos, Jorge A. Leon, Monique Pontier and Josep Vives
University of Pompeu Fabra - Department of Economics, Centro de Investigación y de Estudios Avanzados del IPN (CINVESTAV-IPN), University of Toulouse III and University of Barcelona
Downloads 219 (142,560)
Citation 2

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Hull and White formula, Malliavin calculus, Ito's formula for the Skorohod integral, jumpdiffusion stochastic volatility models

2.

The Role of a Firm's Net Cash Payouts in Leland's (1994) Model

Economic Notes, Vol. 41, Issue 3, pp. 115-144, 2012
Number of pages: 30 Posted: 20 Oct 2012
Flavia Barsotti, Maria Elvira Mancino and Monique Pontier
University of Pisa - Faculty of Economics - Department of Statistics and Applied Mathematics, affiliation not provided to SSRN and University of Toulouse III
Downloads 1 (664,457)
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