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Stéphane Goutte

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This is information that was supplied by Stéphane Goutte in registering through RePEc. If you are Stéphane Goutte , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Stéphane
Middle Name:
Last Name: Goutte
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RePEc Short-ID: pgo412

Email:
Homepage: https://sites.google.com/site/mathgoutte/
Postal Address: 175 rue de Chevaleret 75013 Paris (FRANCE)
Phone:

Affiliation

Works

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Working papers

  1. St\'ephane Goutte & Nadia Oudjane & Francesco Russo, 2013. "Variance optimal hedging for continuous time additive processes and applications," Papers 1302.1965, arXiv.org.
  2. Gabriel Faraud & Stéphane Goutte, 2012. "Bessel bridges decomposition with varying dimension. Applications to finance," Working Papers hal-00694126, HAL.
  3. Stephane Goutte & Armand Ngoupeyou, 2012. "Optimization problem and mean variance hedging on defaultable claims," Papers 1209.5953, arXiv.org.
  4. Stéphane Goutte, 2012. "Conditional Markov regime switching model applied to economic modelling," Working Papers hal-00747479, HAL.
  5. Stéphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
  6. St\'ephane Goutte & Nadia Oudjane & Francesco Russo, 2012. "Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets," Papers 1205.4089, arXiv.org.
  7. Stéphane GOUTTE & Benteng Zou, 2011. "Foreign exchange rates under Markov Regime switching model," CREA Discussion Paper Series 11-16, Center for Research in Economic Analysis, University of Luxembourg.
  8. St\'ephane Goutte & Nadia Oudjane & Francesco Russo, 2009. "Variance Optimal Hedging for continuous time processes with independent increments and applications," Papers 0912.0372, arXiv.org.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2012-02-08 2012-05-15. Author is listed
  2. NEP-ECM: Econometrics (1) 2012-11-11
  3. NEP-ENE: Energy Economics (1) 2012-05-29
  4. NEP-ETS: Econometric Time Series (1) 2012-11-11
  5. NEP-FDG: Financial Development & Growth (1) 2012-02-08
  6. NEP-IFN: International Finance (1) 2012-02-08
  7. NEP-MON: Monetary Economics (1) 2012-02-08
  8. NEP-ORE: Operations Research (1) 2012-11-11

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