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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924112
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Long memory in continuous time stochastic volatility models
Comte, Fabienne; Renault, Eric - 1996
Persistent link: https://www.econbiz.de/10000930699
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Statistical inference for random variance option pricing
Pastorello, Sergio; Renault, Eric; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000984169
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Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://www.econbiz.de/10000984192