Franck Moraux

Université de Rennes - Rennes / France

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 1709452

University of Rennes

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Université de Rennes

Franck Moraux's MOST POPULAR ARTICLES

1-) Valuing corporate liabilities when the default threshold is not an absorbing barrier Available at SSRN 314404, 2002

2-) The predictive power of the French market volatility index: a multi horizons study Review of Finance 2 (3), 303-320, 1999

3-) Optimal payoffs under state-dependent preferences Quantitative Finance 15 (7), 1157-1173, 2015

4-) Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds Journal of Corporate Finance 27, 269-295, 2014

5-) On cumulative Parisian options Finance 23, 127-132, 2002

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