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~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
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Börsenkurs
Option pricing theory
Optionspreistheorie
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Chesney, Marc
3
Dumas, Bernard
3
Bensoussan, Alain
2
Crouhy, Michel
2
Galai, Dan
2
Jennergren, Lars Peter
2
Näslund, Bertil
2
Collin-Dufresne, Pierre
1
Fleming, Jeff
1
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1
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1
Jondeau, Eric
1
Lefoll, Jean
1
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1
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1
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1
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1
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
196
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
Centre for Analytical Finance <Århus>
24
Ekonomiska forskningsinstitutet <Stockholm>
12
Svenska Handelshögskolan <Helsinki>
12
Center for Economic Research <Tilburg>
11
Bonn Graduate School of Economics
6
Deutsche Forschungsgemeinschaft
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Springer Fachmedien Wiesbaden
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Verlag Dr. Kovač
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Zentrum für Europäische Wirtschaftsforschung
5
Centre for Economic Policy Research
4
Centre of Financial Studies
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel
4
Erasmus Research Institute of Management
4
Federal Reserve Bank of St. Louis
4
Institut for Finansiering <Frederiksberg>
4
Institut für Weltwirtschaft
4
Johannes Gutenberg-Universität Mainz
4
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4
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3
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Kansantaloustieteen Laitos <Tampere>
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Karlsruher Institut für Technologie
3
Shaker Verlag
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Les cahiers de recherche / HEC Paris
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ECONIS (ZBW)
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1
Implied
volatility
functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
2
Stochastic equity
volatility
and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000907918
Saved in:
3
Stochastic equity
volatility
and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909452
Saved in:
4
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
Saved in:
5
Realignment risk and currency option pricing in target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000881672
Saved in:
6
Predicting premature exercice of an American put on stocks : theory and empirical evidence
Chesney, Marc
;
Lefoll, Jean
-
1996
Persistent link: https://www.econbiz.de/10000952941
Saved in:
7
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
8
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
9
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
10
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
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