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Mikael Elhouar

Personal Details

First Name:Mikael
Middle Name:
Last Name:Elhouar
Suffix:
RePEc Short-ID:pel83
[This author has chosen not to make the email address public]
http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=7290

Affiliation

Quantitative Finance Research Centre
Finance Discipline Group
Business School
University of Technology Sydney

Sydney, Australia
http://www.business.uts.edu.au/qfrc/

: +61 2 9514-7777
+61 2 9514-7711
PO Box 123, Broadway, NSW 2007
RePEc:edi:qfutsau (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Mikael Elhouar, 2008. "Finite-dimensional Realizations of Regime-switching HJM Models," Applied Mathematical Finance, Taylor & Francis Journals, vol. 15(4), pages 331-354.

Citations

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Articles

  1. Mikael Elhouar, 2008. "Finite-dimensional Realizations of Regime-switching HJM Models," Applied Mathematical Finance, Taylor & Francis Journals, vol. 15(4), pages 331-354.

    Cited by:

    1. Samuel Chege Maina, 2011. "Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 5, June.

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