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 TitleAuthors / EditorsDate
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A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary Leblanc, Barbara; Renault, Olivier; Scaillet, Olivier 2000
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An auto-regressive conditional binomial option pricing model Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier 2001
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An empirical investigation in credit spread indices Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier 2001
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On the Way to Recovery : A Nonparametric Bias Free Estimation of Recovery Rate Densities Renault, Olivier; Scaillet, Olivier 2003
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Option pricing with discrete rebalancing Scaillet, Olivier; Prigent, Jean-Luc; Renault, Olivier 2004
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Business and Financial Indicators: What are the Determinants of Default Probability Changes? Couderc, Fabien; Renault, Olivier; Scaillet, Olivier 2008