The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Year of publication: |
1999
|
---|---|
Authors: | Chesney, Marc ; Gibson, Rajna |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 5.1999, 2, p. 95-107
|
Subject: | CAPM | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
-
An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko, (1999)
-
Incomepleteness of markets driven by a mixed diffusion
Bellamy, N., (2000)
-
An introduction to mathematical finance : options and other topics
Ross, Sheldon M., (1999)
- More ...
-
State space symmetry and two factor option pricing models
Chesney, Marc, (1994)
-
Chesney, Marc, (1994)
-
Chesney, Marc, (1994)
- More ...