Items where Author is "Renault, Olivier"
Number of items: 4.
Liquidity and credit risk.
Ericsson, Jan and Renault, Olivier
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An auto-regressive conditional binomial option pricing model.
Prigent, Jean-Luc and Renault, Olivier and Scaillet, Olivier
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A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary.
Leblanc, B. and Renault, Olivier and Scaillet, O.
An empirical investigation into credit spread indices.
Prigent, Jean-Luc and Renault, Olivier and Scaillet, Olivier