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Items where Author is "Renault, Olivier"

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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

Leblanc, B., Renault, Olivier and Scaillet, O. (2000) A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary. Finance and Stochastics, 4 (1). pp. 109-111. ISSN 0949-2984

This list was generated on Wed Jan 19 10:55:58 2022 GMT.