| Valuing corporate liabilities when the default threshold is not an absorbing barrier F Moraux Available at SSRN 314404, 2002 | 84 | 2002 |
| The predictive power of the French market volatility index: a multi horizons study F Moraux, P Navatte, C Villa Review of Finance 2 (3), 303-320, 1999 | 76 | 1999 |
| Optimal payoffs under state-dependent preferences C Bernard, F Moraux, L Rüschendorf, S Vanduffel Quantitative Finance 15 (7), 1157-1173, 2015 | 41* | 2015 |
| Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds F Moraux, F Silaghi Journal of Corporate Finance 27, 269-295, 2014 | 31 | 2014 |
| On cumulative Parisian options F Moraux Finance 23, 127-132, 2002 | 31 | 2002 |
| A switching self-exciting jump diffusion process for stock prices D Hainaut, F Moraux Annals of Finance 15, 267-306, 2019 | 29 | 2019 |
| Hedging of options in the presence of jump clustering D Hainaut, F Moraux Journal of Computational Finance, Forthcoming 22 (3), 1-35, 2018 | 25 | 2018 |
| Trade credit contracts: Design and regulation F Silaghi, F Moraux European journal of operational research 296 (3), 980-992, 2022 | 19 | 2022 |
| How valuable is your VaR? Large sample confidence intervals for normal VaR F Moraux Journal of risk management in financial institutions 4 (2), 189-200, 2011 | 19 | 2011 |
| A closed form solution for pricing defaultable bonds F Moraux Finance Research Letters 1 (2), 135-142, 2004 | 14 | 2004 |
| Collaborative financing and supply chain coordination for corporate social responsibility F Moraux, DA Phan, TLH Vo Economic Modelling 121, 106198, 2023 | 13 | 2023 |
| American step options J Detemple, SL Abdou, F Moraux European Journal of Operational Research 282 (1), 363-385, 2020 | 13 | 2020 |
| Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty J Fouilloux, F Moraux, JL Viviani Energy Policy 82, 310-320, 2015 | 13 | 2015 |
| Pricing and hedging American and hybrid strangles with finite maturity SL Abdou, F Moraux Journal of Banking & Finance 62, 112-125, 2016 | 12 | 2016 |
| On perpetual American strangles F Moraux Journal of Derivatives 16 (4), 82, 2009 | 12 | 2009 |
| Finance de marché F Moraux Pearson Education France, 2010 | 11 | 2010 |
| Sensitivity analysis of credit risk measures in the beta binomial framework F Moraux Journal of fixed income 19 (3), 66, 2010 | 9 | 2010 |
| Relations between corporate credit spreads, treasury yields and the equity market. A Miloudi, F Moraux International Journal of Business 14 (2), 2009 | 8 | 2009 |
| Quadratic, Affine and Hybrid Gaussian Term Structure Models in Discrete Time: Theory and Evidence G Leblon, F Moraux Paris December 2009 Finance International Meeting AFFI-EUROFIDAI, 2013 | 7* | 2013 |
| On the pricing and design of debt-equity swaps for firms in default F Moraux, P Navatte Bankers, Markets & Investors 103, 4-13, 2009 | 7 | 2009 |
Donatien HainautProfessor of Actuarial sciences & Quant. Finance UCLouvain, LIDAM/ISBA確認したメール アドレス: uclouvain.be