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The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
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Options on the spot and options on futures
Brenner, Menachem - In: The journal of finance : the journal of the American … 40 (1985) 5, pp. 1303-1317
Persistent link: https://www.econbiz.de/10001007044
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Session topic : Corporate finance and the capital asset pricing model ; Session chairperson : Michael Brennan; R. C. Stapleton; M. G. Subrahmanyam; Stewart C. Myers; Stuart M. Trunbull
Brennan, Michael; Stapleton, R. C.; Subrahmanyam, M. G. - In: The journal of finance : the journal of the American … 32 (1977) 2, pp. 333-336
Persistent link: https://www.econbiz.de/10001948606
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Market imperfections, capital market equilibrium and corporation finance
Stapleton, R. C.; Subrahmanyam, M. G. - In: The journal of finance : the journal of the American … 32 (1977) 2, pp. 307-319
Persistent link: https://www.econbiz.de/10003685038
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The valuation of multivariate contingent claims in discrete time models
Stapleton, R. C.; Subrahmanyam, M. G. - In: The journal of finance : the journal of the American … 39 (1984) 1, pp. 207-228
Persistent link: https://www.econbiz.de/10003685041
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The valuation of options when asset returns are generated by a binominal process
Stapleton, R. C.; Subrahmanyam, M. G. - In: The journal of finance : the journal of the American … 39 (1984) 5, pp. 1525-1539
Persistent link: https://www.econbiz.de/10003685047
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Costless signalling in financial markets
Franke, Günter - In: The journal of finance : the journal of the American … 42 (1987) 4, pp. 809-822
Persistent link: https://www.econbiz.de/10001055625
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Optimization of dividend policy and capital structure with predetermined investments : comment
Franke, Günter - In: The journal of finance : the journal of the American … 29 (1974) 1, pp. 260-263
Persistent link: https://www.econbiz.de/10002214685
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Conditions for myopic valuation and serial independence of the market excess return in discrete time models
Franke, Günter - In: The journal of finance : the journal of the American … 39 (1984) 2, pp. 425-442
Persistent link: https://www.econbiz.de/10003552263
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The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique
Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. - In: The journal of finance : the journal of the American … 52 (1997) 2
Persistent link: https://www.econbiz.de/10007372810