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Investment and hedging under a stochastic yield curve : A two-state-variable, multi-factor model

Patrice Poncet and Roland Portait European Economic Review 37 1127--1147 (1993)
to imported by smicha on 2008-04-28 13:05:01
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Pricing stock and bond derivatives with a multi-factor Gaussian model

Isabelle Bajeux-Besnainou and Roland Portait Applied Mathematical Finance 5 207--225 (1998)
to imported by smicha on 2008-04-23 19:16:38
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