Items where Author is "Renault, Olivier"

Number of items: 4.
Article
  • 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
    • Working paper
  • Liquidity and credit risk. Ericsson, Jan and Renault, Olivier picture_as_pdf
  • An auto-regressive conditional binomial option pricing model. Prigent, Jean-Luc and Renault, Olivier and Scaillet, Olivier picture_as_pdf