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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000907918
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Stochastic equity volatility related to the leverage effect
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909451
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909452
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Hedging with a volatility term structure
Crouhy, Michel - In: The journal of derivatives : the official publication … 2 (1995) 3, pp. 45-52
Persistent link: https://www.econbiz.de/10001219524
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Contingent claims analysis in corporate finance
Crouhy, Michel; Galai, Dan; Wiener, Zvi - In: Options - 45 years since the publication of the …, (pp. 495-520). 2023
Persistent link: https://www.econbiz.de/10014366691
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Bid-ask spreads and implied volatilities of key players in a FX options market
Galai, Dan; Shraiber, Bentsi - In: The journal of futures markets 33 (2013) 8, pp. 774-794
Persistent link: https://www.econbiz.de/10009779084