Articles with public access mandates - Pascal FrancoisLearn more
Not available anywhere: 2
Prepayment risk on callable bonds: theory and test
P François, S Pardo
Decisions in Economics and Finance 38, 147-176, 2015
Mandates: Social Sciences and Humanities Research Council, Canada
Closed-form solutions to stochastic process switching problems
P François, E Morellec
Journal of Mathematical Economics 44 (11), 1072-1083, 2008
Mandates: Swiss National Science Foundation
Available somewhere: 5
Smile‐implied hedging with volatility risk
P François, L Stentoft
Journal of Futures Markets 41 (8), 1220-1240, 2021
Mandates: Natural Sciences and Engineering Research Council of Canada
Joint dynamics for the underlying asset and its implied volatility surface: a new methodology for option risk management
P Francois, R Galarneau-Vincent, G Gauthier, F Godin
Available at SSRN 4319972, 2023
Mandates: Natural Sciences and Engineering Research Council of Canada
Venturing into uncharted territory: An extensible implied volatility surface model
P François, R Galarneau‐Vincent, G Gauthier, F Godin
Journal of Futures Markets 42 (10), 1912-1940, 2022
Mandates: Natural Sciences and Engineering Research Council of Canada
Comoment risk in corporate bond yields and returns
P François, S Heck, G Hübner, T Lejeune
Journal of Financial Research 45 (3), 471-512, 2022
Mandates: National Fund for Scientific Research, Belgium, Social Sciences and …
The role of CDS spreads in explaining bond recovery rates
M Barbagli, P François, G Gauthier, FD Vrins
LIDAM Discussion Paper: LFIN Series, 2024
Mandates: National Fund for Scientific Research, Belgium, Belgian Science Policy Office
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