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On the dangers of a simplistic American option simulation valuation method
Areal, Nelson; Rodrigues, Artur - In: The European journal of finance 16 (2010) 3/4, pp. 373-379
Persistent link: https://www.econbiz.de/10003996410
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Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad; Chiarella, Carl - In: The European journal of finance 6 (2000) 2, pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc; Gibson, Rajna - In: The European journal of finance 5 (1999) 2, pp. 95-107
Persistent link: https://www.econbiz.de/10001439614
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Predicting premature exercise of an American put on stocks : theory and empirical evidence
Chesney, Marc - In: The European journal of finance 2 (1996) 1, pp. 21-39
Persistent link: https://www.econbiz.de/10001205314
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A comparison of models for pricing interest rate derivative securities
Strickland, Chris - In: The European journal of finance 2 (1996) 3, pp. 261-287
Persistent link: https://www.econbiz.de/10001210192
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Bounding the generalized convex call price
Henin, Claude - In: The European journal of finance 2 (1996) 3, pp. 239-259
Persistent link: https://www.econbiz.de/10001210193
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Integrating the risk and term structures of interest rates
Décamps, Jean-Paul - In: The European journal of finance 2 (1996) 3, pp. 219-238
Persistent link: https://www.econbiz.de/10001210194
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Numerical evaluation of the critical price and American options
Allegretto, Walter; Barone-Adesi, Giovanni; Elliott, … - In: The European journal of finance 1 (1995) 1, pp. 69-78
Persistent link: https://www.econbiz.de/10001192799
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Options as a predictor of common stock price changes
Baestaens, Dirk J. Emma - In: The European journal of finance 1 (1996) 4, pp. 325-343
Persistent link: https://www.econbiz.de/10001196893
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Implied volatility surfaces : uncovering regularities for options on financial futures
Tompkins, Robert G. - In: The European journal of finance 7 (2001) 3, pp. 198-230
Persistent link: https://www.econbiz.de/10001603501