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~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Search: subject_exact:"Contingent-claims approach"
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ECONIS (ZBW)
1,783
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1
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
2
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
3
A bound on expected stock returns
Kadan, Ohad
;
Tang, Xiaoxiao
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1565-1617
Persistent link: https://www.econbiz.de/10012198410
Saved in:
4
Special issue quantitative developments in financial volatility : theory and practice
Alòs, Elisa
(
ed.
);
Mancino, Maria Elvira
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012127325
Saved in:
5
Valuation of contingent Guarantees using least-squares Monte Carlo
Bienek, T.
;
Scherer, Matthias
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10012105338
Saved in:
6
Incorporating price elasticity in financial forecasting models : from theory to practice and implementation
Kendall, Lynn K.
;
Arellano, Fernando
- In:
Journal of education for business
94
(
2019
)
4
,
pp. 217-227
Persistent link: https://www.econbiz.de/10012201216
Saved in:
7
The principle of not feeling the boundary for the SABR model
Chen, Nan
;
Yang, Nian
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 427-436
Persistent link: https://www.econbiz.de/10012194662
Saved in:
8
CFDs, forwards, futures and the cost-of-carry
Foster, F. Douglas
;
Lee, Adrian D.
;
Liu, Wai-man
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012133649
Saved in:
9
Callable convertible bonds in sequential financing : evidence on the Western European market
Olivier, Adoukonou
;
Florence, Andre
;
Jean-Laurent, Viviani
- In:
Journal of multinational financial management
45
(
2018
),
pp. 35-51
Persistent link: https://www.econbiz.de/10012055773
Saved in:
10
Options and the gamma knife
Martin, Ian
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 71-79
Persistent link: https://www.econbiz.de/10011968668
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