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The valuation of options on coupon bonds
Longstaff, Francis A. - In: Journal of banking & finance 17 (1993) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10001140681
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Put-call parity theory and an empirical test of the efficiency of the London Traded Options Market
Nisbet, Mary - In: Journal of banking & finance 16 (1992) 2, pp. 381-403
Persistent link: https://www.econbiz.de/10001123018
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A note on the no premature exercise condition of dividend payout unprotected American call options : a clarification
Klemkosky, Robert C. - In: Journal of banking & finance 16 (1992) 2, pp. 373-379
Persistent link: https://www.econbiz.de/10001123019
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A pricing method for options based on average asset values
Kemna, Angelien G. - In: Journal of banking & finance 14 (1990) 1, pp. 113-129
Persistent link: https://www.econbiz.de/10001088202
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Interest-rate risk and the pricing of depository financial intermediary common stock : empirical evidence
Yourougou, Pierre - In: Journal of banking & finance 14 (1990) 4, pp. 803-820
Persistent link: https://www.econbiz.de/10001096373
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Valuation of "capped" variable rate loan commitments
Chateau, Jean-Pierre D. - In: Journal of banking & finance 14 (1990) 4, pp. 717-728
Persistent link: https://www.econbiz.de/10001096402
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The measurement of option mispricing
French, Dan W. - In: Journal of banking & finance 12 (1988) 4, pp. 537-550
Persistent link: https://www.econbiz.de/10001061948
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Interest rate swaps in an agency theoretical model with uncertain interest rates
Wall, Larry D. - In: Journal of banking & finance 13 (1989) 2, pp. 261-270
Persistent link: https://www.econbiz.de/10001069316
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Bid-ask spreads and volatility estimates : the implications for option pricing
Choi, Jong-yeon - In: Journal of banking & finance 13 (1989) 2, pp. 207-219
Persistent link: https://www.econbiz.de/10001069320
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An equilibrium debt option pricing model in discrete time
Maloney, Kevin J. - In: Journal of banking & finance 13 (1989) 3, pp. 421-442
Persistent link: https://www.econbiz.de/10001071731