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Liquidity and credit risk
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Ericsson, Jan
15
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Prigent, Jean-Luc
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1
Liquidity and credit risk
Ericsson, Jan
;
Renault, Olivier
-
2001
Persistent link: https://www.econbiz.de/10001682984
Saved in:
2
Liquidity and credit risk
Ericsson, Jan
;
Renault, Olivier
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2219-2250
Persistent link: https://www.econbiz.de/10003378704
Saved in:
3
Cash and synthetic collateral debt obligations : motivations and investment strategies
Renault, Olivier
- In:
The handbook of structured finance
,
(pp. 373-396)
.
2007
Persistent link: https://www.econbiz.de/10003727150
Saved in:
4
Asset substitution, debt pricing, optimal leverage and maturity
Ericsson, Jan
- In:
Finance : revue de l'Association Française de Finance
21
(
2000
)
2
,
pp. 39-70
Persistent link: https://www.econbiz.de/10001559701
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5
Credit risk in corporate securities and derivatives : valuation and optimal capital structure choice
Ericsson, Jan
-
1997
Persistent link: https://www.econbiz.de/10000961237
Saved in:
6
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
7
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
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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
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9
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:
10
Measuring and managing credit risk
Servigny, Arnaud de
;
Renault, Olivier
-
2004
Persistent link: https://www.econbiz.de/10001795170
Saved in:
1
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