Access Statistics for Jean-Guy Simonato

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Reduced Form Model of Default Spreads with Markov Switching Macroeconomic Factors	0	0	0	210	0	1	2	815
American GARCH Option Pricing by a Markov Chain Approximation	0	0	1	344	0	2	4	588
Default Risk in Corporate Yield Spreads	0	0	0	341	0	1	2	1,388
Empirical Martingale Simulation for Asset Prices	0	0	0	1,393	1	2	4	4,308
Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter	2	2	4	2,420	2	4	15	6,083
Pricing Discretely Monitored Barrier Options by a Markov Chain	0	0	1	912	0	1	3	2,950
Seize the Moments: Approximating American Option Prices in the GARCH Framework	0	0	0	557	0	0	0	1,275
The Estimation of Deposit Insurance with Interest Rate Risk	0	0	0	0	0	0	1	967
Total Working Papers	2	2	6	6,177	3	11	31	18,374

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
American option pricing under GARCH by a Markov chain approximation	0	0	2	417	0	2	5	750
Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter	2	3	4	390	2	6	10	901
Estimation of GARCH process in the presence of structural change	0	0	0	60	0	1	2	169
Maximum likelihood estimation of deposit insurance value with interest rate risk	0	0	0	103	0	0	2	279
Seasonal BVAR models: A search along some time domain priors	0	0	1	22	0	1	5	100
Total Journal Articles	2	3	7	992	2	10	24	2,199

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Statistics updated 2025-05-12