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~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"International Center for Financial Asset Management and Engineering"
~type_genre:"Arbeitspapier"
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Option Prices with Stochastic...
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Option pricing theory
14
Optionspreistheorie
14
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4
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4
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4
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4
Capital structure
2
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2
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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
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1
Casanova, Jean-François
1
Collin-Dufresne, Pierre
1
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1
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1
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1
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1
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1
Jeanblanc, Monique
1
Jondeau, Eric
1
Lefoll, Jean
1
Miao, Jianjun
1
Morellec, Erwan
1
Neely, Christopher J.
1
Rockinger, Michael
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Chambre de commerce et d'industrie de Paris
Federal Reserve Bank of St. Louis
International Center for Financial Asset Management and Engineering
Centre for Analytical Finance <Århus>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Ekonomiska forskningsinstitutet <Stockholm>
7
National Bureau of Economic Research
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Centre of Financial Studies
4
Erasmus Research Institute of Management
3
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3
Institute of Finance and Accounting <London>
3
Institutt for Foretaksøkonomi <Bergen, Norwegen>
3
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3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
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2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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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1
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1
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1
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1
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10
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2
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ECONIS (ZBW)
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1
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
2
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:
3
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:
4
Realignment risk and currency option pricing in target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000881672
Saved in:
5
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
Saved in:
6
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
7
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:
8
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:
9
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
10
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
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