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Stéphane Goutte

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Personal Details

First Name:Stéphane
Middle Name:
Last Name:Goutte
Suffix:
RePEc Short-ID:pgo412
Email:
Homepage:https://sites.google.com/site/mathgoutte/
Postal Address:Université PARIS 8 2 rue de la liberté 93526 Saint-Denis Office : D 117 Phone : +33 (0)1 49 40 73 94
Phone:
Location: Saint-Denis, France
Homepage: http://www.univ-paris8.fr/UFR-AES-economie-gestion-AES-EG
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Phone:
Fax:
Postal: 2, rue de la Liberté, 93526 Saint-Denis Cedex
Handle: RePEc:edi:degp8fr (more details at EDIRC)
Location: Luxembourg, Luxembourg
Homepage: http://wwwen.uni.lu/research/fdef/crea
Email:
Phone: (+352) 46 66 44
Fax: (+352) 46 66 44 ext 633
Postal: 162a avenue de la Faïencerie, L-1511 Luxembourg
Handle: RePEc:edi:crcrplu (more details at EDIRC)
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  1. Olivier Damette & Stéphane Goutte, 2014. "Tobin tax and trading volume tightening: a reassessment," Working Papers halshs-00926805, HAL.
  2. Julien Chevallier & Stéphane Goutte, 2014. "The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process," Working Papers 2014-285, Department of Research, Ipag Business School.
  3. St\'ephane Goutte & Nadia Oudjane & Francesco Russo, 2013. "Variance optimal hedging for continuous time additive processes and applications," Papers 1302.1965, arXiv.org.
  4. Stéphane Goutte, 2013. "Markov switching quadratic term structure models," Working Papers hal-00821745, HAL.
  5. Goutte, Stéphane & Oudjane, Nadia & Russo, Francesco, 2013. "On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process," Economics Papers from University Paris Dauphine 123456789/11525, Paris Dauphine University.
  6. Gabriel Faraud & Stéphane Goutte, 2012. "Bessel bridges decomposition with varying dimension. Applications to finance," Working Papers hal-00694126, HAL.
  7. Stéphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
  8. 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.
  9. Stéphane Goutte, 2012. "Conditional Markov regime switching model applied to economic modelling," Working Papers hal-00747479, HAL.
  10. Stephane Goutte & Armand Ngoupeyou, 2012. "Optimization problem and mean variance hedging on defaultable claims," Papers 1209.5953, arXiv.org.
  11. 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.
  12. 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.
  1. Rapha�l Homayoun Boroumand & Stéphane Goutte & Thomas Porcher, 2014. "A regime-switching model to evaluate bonds in a quadratic term structure of interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 24(21), pages 1361-1366, November.
  2. Goutte, Stéphane, 2014. "Conditional Markov regime switching model applied to economic modelling," Economic Modelling, Elsevier, vol. 38(C), pages 258-269.
  3. Rapha�l Homayoun Boroumand & Stephane Goutte & Simon Porcher & Thomas Porcher, 2014. "Correlation evidence in the dynamics of agricultural commodity prices," Applied Economics Letters, Taylor & Francis Journals, vol. 21(17), pages 1238-1242, November.
  4. Goutte Stéphane & Ngoupeyou Armand, 2014. "Dual Optimization Problem on Defaultable Claims," Mathematical Economics Letters, De Gruyter, vol. 1(2-4), pages 8, July.
12 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
  2. NEP-ECM: Econometrics (1) 2012-11-11
  3. NEP-ENE: Energy Economics (2) 2012-05-29 2014-05-17
  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-MST: Market Microstructure (1) 2014-01-24
  9. NEP-ORE: Operations Research (1) 2012-11-11
  10. NEP-PBE: Public Economics (1) 2014-01-24
  11. NEP-PUB: Public Finance (1) 2014-01-24
  12. NEP-RMG: Risk Management (1) 2014-05-17

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