Olivier Le Courtois

Economics and Econometrics · 2005

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #18,314 of 23,481 by trust here, #23,209 by citations
• Finance — 7 citations into it; #8,411 of 10,518 by trust here, #10,352 by citations
• Demography — 6 citations into it; #2,955 of 4,236 by trust here, #4,149 by citations

Whom Olivier Le Courtois trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Pierre Collin-Dufresne
2. Anna Rita Bacinello

Who trusts Olivier Le Courtois overall

1. Katharina Zaglauer

Papers from Olivier Le Courtois's perspective

Ordered by how strongly the researchers Olivier Le Courtois trusts endorse each paper. Same corpus, a different order for every researcher.

1. Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed (ASTIN Bulletin: The Journal of the International Actuarial Association)
2. A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
3. Do Credit Spreads Reflect Stationary Leverage Ratios
4. The Pricing of Options and Corporate Liabilities
5. Nonlinear Mean Reversion in the Short-Term Interest Rate
6. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
7. The Theory and Practice of Corporate Finance: Evidence from the Field
8. MCMC Analysis of Diffusion Models With Application to Finance
9. Efficient Tests of Stock Return Predictability
10. Why are Put Options so Expensive

Their papers

• Market value of life insurance contracts under stochastic interest rates and default risk (2005) — 79 citations
• A New Procedure for Pricing Parisian Options (2005) — 48 citations