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Donatien Hainaut
Information about the author Donatien Hainaut will soon be added to the site.
Found
2 papers
in total
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Default probabilities of a holding company, with complete and partial information
2014
This paper studies the valuation of credit risk for firms that own several...
Dynamic asset allocation under VaR constraint with stochastic interest rates
2009
This paper addresses the problem of dynamic asset allocation under a bounded shortfall...
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