Items where Author is "Prigent, Jean-Luc"

Prigent, Jean-Luc, Renault, Olivier and Scaillet, Olivier (2001) An empirical investigation into credit spread indices. Journal of Risk, 3 (3). pp. 27-56. ISSN 1465-1211

Prigent, Jean-Luc, Renault, Olivier and Scaillet, Olivier (2000) An auto-regressive conditional binomial option pricing model. Financial Markets Group Discussion Papers (364). Financial Markets Group, The London School of Economics and Political Science, London, UK.