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Option pricing theory
Theorie
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18
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17
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Gibson, Rajna
13
Chesney, Marc
9
Bruand, Martin
3
Adjaoute, Kpate
2
Elliott, Robert J.
2
Lhabitant, François-Serge
2
Talay, Denis
2
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Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
6
Les cahiers de recherche / HEC Paris
3
Advances in futures and options research : a research annual
1
Cahier / Institut de Gestion Bancaire et Financière, Ecole des Hautes Etudes Commerciales, Université de Lausanne
1
Finanzmarkt und Portfolio-Management
1
Foundations and trends in finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Options, futures and stock market interactions : empirical evidence from the Swiss stock market
Bruand, Martin
;
Gibson, Rajna
-
1996
Persistent link: https://www.econbiz.de/10000954650
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2
Le processus mixte appliqué à l'évolution du prix des actions suisses et son influence sur le prix des options
Bruand, Martin
-
1994
Persistent link: https://www.econbiz.de/10000905518
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3
The jump-diffusion process in Swiss stock returns and its influence on option valuation
Bruand, Martin
- In:
Finanzmarkt und Portfolio-Management
10
(
1996
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001221522
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4
Stochastic interest rates and the pricing of European currency options
Adjaoute, Kpate
-
1997
Persistent link: https://www.econbiz.de/10000982372
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5
La théorie des options réelles : un exemple d'application au cas de l'immobilier
Adjaoute, Kpate
;
Tuchschmid, Nils S.
-
1998
Persistent link: https://www.econbiz.de/10001523965
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6
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
Saved in:
7
Analytical solutions to the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
-
1991
-
Rev. version
Persistent link: https://www.econbiz.de/10000817550
Saved in:
8
Option pricing theory, security design and shareholders' risk incentives
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000906346
Saved in:
9
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
10
Analytical solutions for the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10001184869
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