//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Renault, Olivier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Scaillet, Olivier"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
8
Optionspreistheorie
8
Theorie
8
Theory
8
Incomplete market
6
Martingal
6
Martingale
6
Unvollkommener Markt
6
Credit risk
3
Kreditrisiko
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risikomaß
3
Risk measure
3
1986-2000
2
Corporate bond
2
Credit
2
Government securities
2
Kredit
2
Risikoprämie
2
Risk premium
2
Staatspapier
2
USA
2
United States
2
Unternehmensanleihe
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Betriebliche Kennzahl
1
Economic indicator
1
Financial ratio
1
Firm performance
1
Forecasting model
1
Insolvency
1
Insolvenz
1
OTC market
1
OTC-Handel
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
10
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Non-commercial literature
Arbeitspapier
10
Graue Literatur
10
Working Paper
10
Article in journal
4
Amtsdruckschrift
3
Government document
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
14
Author
All
Renault, Olivier
Scaillet, Olivier
163
Gagliardini, Patrick
18
Prigent, Jean-Luc
12
Gouriéroux, Christian
11
Barras, Laurent
9
Camponovo, Lorenzo
9
Trojani, Fabio
9
Galluccio, Stefano
7
Topaloglou, Nikolas
7
Bajgrowicz, Pierre
6
Denuit, Michel
6
Medvedev, Alexey
6
Ossola, Elisa
6
Wermers, Russ
6
Broze, Laurence
5
Cosma, Antonio
5
Fermanian, Jean-David
5
Laurent, Jean-Paul
5
Zakoïan, Jean-Michel
5
Arvanitis, Stelios
4
Bakalli, Gaetan
4
Battocchio, Paolo
4
Guerrier, Stéphane
4
Hong, Han
4
Huber, Philippe
4
Menoncin, Francesco
4
Victoria-Feser, Maria-Pia
4
Almeida, Caio
3
Ardison, Kym
3
Dhaene, Geert
3
Fernandes, Marcelo
3
Garcia, René
3
Hagmann, Matthias
3
La Vecchia, Davide
3
Leblanc, Boris
3
Pederzoli, Paola
3
Tamer, Elie T.
3
Treccani, Adrien
3
Anderson, Ronald W.
2
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Discussion paper series / LSE Financial Markets Group
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion paper
1
FAME research paper series
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Journal of banking & finance
1
Journal of empirical finance
1
Research paper / International Center for Financial Asset Management and Engineering
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
Saved in:
2
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001707061
Saved in:
3
Business and financial indicators : what are the determinants of default probability changes?
Couderc, F.
;
Renault, Olivier
;
Scaillet, Olivier
-
2008
Persistent link: https://www.econbiz.de/10003936763
Saved in:
4
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Saved in:
5
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2915-2931
Persistent link: https://www.econbiz.de/10002410710
Saved in:
6
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001764671
Saved in:
7
Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10001544338
Saved in:
8
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
Saved in:
9
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001572485
Saved in:
10
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533313
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->