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~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Judge Institute of Management Studies"
~language:"eng"
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Search: subject_exact:"Contingent-claims approach"
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Option pricing theory
12
Optionspreistheorie
12
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3
Theory
3
Volatility
3
Volatilität
3
Capital structure
2
Currency derivative
2
Kapitalstruktur
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Chesney, Marc
3
Dumas, Bernard
3
Bensoussan, Alain
2
Crouhy, Michel
2
Galai, Dan
2
Jennergren, Lars Peter
2
Näslund, Bertil
2
Collin-Dufresne, Pierre
1
Fleming, Jeff
1
Gibson, Rajna
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Lefoll, Jean
1
Medova, Elena A.
1
Rockinger, Michael
1
Smith, Robert G.
1
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1
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1
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1
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Chambre de commerce et d'industrie de Paris
Judge Institute of Management Studies
National Bureau of Economic Research
59
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Johannes Gutenberg-Universität Mainz
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
World Bank
3
Birkbeck College / Department of Economics
2
Cambridge University Press
2
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2
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2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
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2
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2
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2
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2
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2
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2
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2
Springer International Publishing
2
Transportation, Water, and Telecommunications Department, The World Bank
2
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Les cahiers de recherche / HEC Paris
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ECONIS (ZBW)
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1
Pricing equity defaults swaps using structural credit models
Medova, Elena A.
(
contributor
);
Smith, Robert G.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002435983
Saved in:
2
Bounds on the value of barrier options with curved boundaries
Thompson, G. W. P.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736168
Saved in:
3
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
4
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
5
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
6
Predicting premature exercice of an American put on stocks : theory and empirical evidence
Chesney, Marc
;
Lefoll, Jean
-
1996
Persistent link: https://www.econbiz.de/10000952941
Saved in:
7
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
8
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
9
Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000907918
Saved in:
10
Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909452
Saved in:
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