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Publications by François Quittard-Pinon

Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts

GENEVA Risk and Insurance Review

English

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National Hockey League Guaranteed Contracts

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On the Correlation of Exchange Rates and Interest Rates

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Public Contracts and Fair Trade

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Bounds for Present Value Functions With Stochastic Interest Rates and Stochastic Volatility

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Regime-Switching Stochastic Volatility and Short-Term Interest Rates

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Transaction Costs and the Duration of Contracts

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