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).

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.

3. Vrins, Frédéric. Bannissement des produits dérivés: la bonne affaire ?. In: Regards économiques, , no.142, p. 1-15 (2018).