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Equilibrium real options exerc...
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1
The reduction of forward rate dependent volatility HJM models to Markovian form : pricing European bond options
Bhar, Ramaprasad
(
contributor
)
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 47-72
Persistent link: https://www.econbiz.de/10001517426
Saved in:
2
Die Bewertung von Options- und Wandelanleihen bei Konkursrisiko
Reiß, Ariane
;
Schöbel, Rainer
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
28
(
1999
)
3
,
pp. 131-135
Persistent link: https://www.econbiz.de/10001353685
Saved in:
3
Die Bewertung von Wandelanleihen : unter besonderer Berücksichtigung der Daimler-Benz-Wandelanleihe 1997/2002 mit Pflichtwandlung am Ende der Laufzeit
Hölscher, Reinhold
- In:
Die Unternehmung : Swiss journal of business research …
53
(
1999
)
2
,
pp. 105-119
Persistent link: https://www.econbiz.de/10001389662
Saved in:
4
An improved finite difference approach to fitting the initial term structure
Vetzal, Kenneth R.
- In:
The journal of fixed income
7
(
1998
)
4
,
pp. 62-81
Persistent link: https://www.econbiz.de/10001243519
Saved in:
5
Exact solutions for bond and option prices with systematic jump risk
Das, Sanjiv R.
- In:
Review of derivatives research
1
(
1996
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001205606
Saved in:
6
Empirical tests of the Longstaff extendible warrant model
Hauser, Shmuel
- In:
Journal of empirical finance
3
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001208679
Saved in:
7
Empirical investigation of the efficiency of the Hong Kong traded warrants market
Kwok, Kam-hong
- In:
Advances in Pacific Basin business, economics, and finance
2
(
1996
),
pp. 93-107
Persistent link: https://www.econbiz.de/10001211253
Saved in:
8
Black-scholes approximation of warrant prices
Bensoussan, Alain
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 1-14
Persistent link: https://www.econbiz.de/10001211324
Saved in:
9
Un modélisation du comportement des émetteurs de titres hybrides dans un contexte d'agence
Maati-Sauvez, Christine
-
1996
Persistent link: https://www.econbiz.de/10001212326
Saved in:
10
Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R.
- In:
Journal of banking & finance
21
(
1997
)
2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
Saved in:
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