Financial Economics


Journal Articles


1. Profeta, Christophe; Vrins, Frédéric. Piecewise constant martingales and lazy clocks. In: Probability, Uncertainty and Quantitative Risk, Vol. 4, no. 2 (2019) (2019). http://hdl.handle.net/2078.1/211213

2. Mbaye, Cheikh; Vrins, Frédéric. A subordinated CIR intensity model with application to wrong-way risk CVA. In: International Journal of Theoretical and Applied Finance, Vol. 21, no.7, p. 22 (2018). doi:10.1142/s0219024918500450. http://hdl.handle.net/2078.1/204500

3. Vrins, Frédéric. Bannissement des produits dérivés: la bonne affaire ?. In: Regards économiques, , no.142, p. 1-15 (2018). http://hdl.handle.net/2078.1/207660


Book Chapters


1. Gambetti, Paolo; Gauthier, Geneviève; Vrins, Frédéric. Stochastic recovery rate: Impact of pricing measure's choice and financial consequences on single-name products. In: New Methods in Fixed Income Modeling , Springer International: USA, 2018. http://hdl.handle.net/2078.1/196189


Working Papers


1. Candelon, Bertrand; Hasse, Jean-Baptiste; Lajaunie, Quentin. SRI: Truths and lies (xxx), 2018. 37 p. http://hdl.handle.net/2078.1/209797

2. Profeta, Christophe; Vrins, Frédéric. Piecewise constant martingales and lazy clocks (xxx), 2017. 18 p. http://hdl.handle.net/2078.1/190145