The Sensitivity of Interest Rate Options to Monetary Policy Decisions: A Regime-Shift Pricing Approach.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 1, p. 66, doi. 10.1002/fut.21711
- By:
- Publication type:
- Article
Works by Ferland, René
Results: 7
1
2
Integer-Valued GARCH Process.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 6, p. 923, doi. 10.1111/j.1467-9892.2006.00496.x
- By:
- Publication type:
- Article
3
Mean–variance efficiency with extended CIR interest rates.
- Published in:
- Applied Stochastic Models in Business & Industry, 2010, v. 26, n. 1, p. 71, doi. 10.1002/asmb.767
- By:
- Publication type:
- Article
4
Global Spectral Gap for Dirichlet-Kac Random Motions.
- Published in:
- Journal of Statistical Physics, 2008, v. 132, n. 3, p. 561, doi. 10.1007/s10955-008-9571-6
- By:
- Publication type:
- Article
5
A statistical tool for comparing seasonal ILI surveillance data.
- Published in:
- Scientific Reports, 2019, v. 9, n. 1, p. 1, doi. 10.1038/s41598-018-38292-x
- By:
- Publication type:
- Article
6
Portfolio choices and hedge funds: a disappointment aversion analysis.
- Published in:
- European Journal of Finance, 2021, v. 27, n. 7, p. 679, doi. 10.1080/1351847X.2020.1832552
- By:
- Publication type:
- Article
7
LAWS OF LARGE NUMBERS FOR PAIRWISE INTERACTING PARTICLE SYSTEMS.
- Published in:
- Mathematical Models & Methods in Applied Sciences, 1994, v. 4, n. 1, p. 1, doi. 10.1142/S0218202594000029
- By:
- Publication type:
- Article