Modeling the Dynamics of Credit Spreads with Stochastic Volatility

Il se passe des choses encore bien plus conséquents dans le reste de la France, notamment dans les grandes villes, mais ce qui me touche et me fais réagir, c’est que

Comme je souhaite le développer dans cette seconde partie qui va davantage faire référence à ma question de départ, je cite : Intégration à inclusion : comment

Most of these men whom he brought over to Germany were some kind of "industrial legionaries," who — in Harkort's own words — "had to be cut loose, so to speak, from

In this paper, we obtain asymptotic solutions for the conditional probability and the implied volatility up to the first-order with any kind of stochastic volatil- ity models using

firms have hold on average a balance between trade credit provided and ob- tained; profitability, cash ratio and converting sales into cash were found to be statistically

Furthermore, the observed decrease in the importance of credit risk factors inside the spreads of larger firms since the beginning of the crisis, combined to the

In this work, we present a lexicon with French medical words, which have been rated by human annotators on a scale with three positions: I can understand, I am not sure, I

Figure 9 shows the evolution of the median of the gray-levels for linear and logarithmic tone mapping compared to the global and local operators presented here for a selected portion