1

Monte Carlo applied to exotic digital options

Vaugirard, Victor E.
Journal:
Applied Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 242 KB
english, 2001
2

Valuing catastrophe bonds by Monte Carlo simulations

Vaugirard, Victor E.
Journal:
Applied Mathematical Finance
Year:
2003
Language:
english
File:
PDF, 352 KB
english, 2003
3

The valuation of nature-linked bonds with exchange rate risk

Patrice Poncet, Victor E. Vaugirard
Journal:
Journal of Economics and Finance
Year:
2001
Language:
english
File:
PDF, 782 KB
english, 2001
4

Informational Contagion of Sudden Stops in a Global Games Framework

Victor E. Vaugirard
Journal:
Open Economies Review
Year:
2004
Language:
english
File:
PDF, 120 KB
english, 2004
5

Hitting time and time change

Vaugirard, Victor E.
Journal:
Applied Mathematical Finance
Year:
2004
Language:
english
File:
PDF, 169 KB
english, 2004
6

FIRST PASSAGE TIMES FOR RISK-TRACKING PROXIES

VAUGIRARD, VICTOR
Journal:
International Journal of Theoretical and Applied Finance
Year:
2005
Language:
english
File:
PDF, 253 KB
english, 2005
7

Crony Capitalism and Sovereign Default

Victor Vaugirard
Journal:
Open Economies Review
Year:
2005
Language:
english
File:
PDF, 154 KB
english, 2005
8

Beliefs, Bailouts and Spread of Bank Panics

Victor Vaugirard
Journal:
Bulletin of Economic Research
Year:
2005
Language:
english
File:
PDF, 124 KB
english, 2005
9

Bank bailouts and political instability

Victor Vaugirard
Journal:
European Journal of Political Economy
Year:
2007
Language:
english
File:
PDF, 264 KB
english, 2007
10

Pricing catastrophe bonds by an arbitrage approach

Victor E Vaugirard
Journal:
The Quarterly Review of Economics and Finance
Year:
2003
Language:
english
File:
PDF, 148 KB
english, 2003
11

Informational contagion of bank runs in a third-generation crisis model

Victor Vaugirard
Journal:
Journal of International Money and Finance
Year:
2007
Language:
english
File:
PDF, 275 KB
english, 2007