Items where Author is "Prigent, Jean-Luc"

Number of items: 2.
Article
  • An empirical investigation into credit spread indices. Prigent, Jean-Luc and Renault, Olivier and Scaillet, Olivier
    • Working paper
  • An auto-regressive conditional binomial option pricing model. Prigent, Jean-Luc and Renault, Olivier and Scaillet, Olivier picture_as_pdf