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
