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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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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001499414
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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001474503
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A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte; Décamps, Jean-Paul; Koehl, … - 1996
Persistent link: https://www.econbiz.de/10000936713
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A variational approach for pricing options and corporate bonds
Décamps, Jean-Paul - In: Economic theory : official journal of the Society for … 9 (1997) 3, pp. 557-569
Persistent link: https://www.econbiz.de/10001218878
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A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte - In: Journal of banking & finance 21 (1997) 5, pp. 613-640
Persistent link: https://www.econbiz.de/10001222189
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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - In: European economic review : EER 46 (2002) 9, pp. 1623-1644
Persistent link: https://www.econbiz.de/10001705119
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
Biais, Bruno (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10000954868
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Insider and liquidity trading in stock and options markets
Biais, Bruno - In: The review of financial studies 7 (1994) 4, pp. 743-780
Persistent link: https://www.econbiz.de/10001174798
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Insider and liquidity trading in stock and options markets
Biais, Bruno; Hillion, Pierre Henri - In: New research in financial markets, (pp. 113-147). 2001
Persistent link: https://www.econbiz.de/10001674482