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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
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State space symmetry and two-factor option pricing models
Chesney, Marc; Gibson, Rajna - 1994
Persistent link: https://www.econbiz.de/10000907917
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000907918
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909452
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Realignment risk and currency option pricing in target zones
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000881672
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Siegel's paradox and the pricing of currency options
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000882093
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000936200
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Stock options as barrier contingent claims
Ericsson, Jan; Reneby, Joel - 1996
Persistent link: https://www.econbiz.de/10000953742
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Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959376
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Credit risk in corporate securities and derivatives : valuation and optimal capital structure choice
Ericsson, Jan - 1997
Persistent link: https://www.econbiz.de/10000961237