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~institution:"Chambre de commerce et d'industrie de Paris"
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Option pricing theory
10
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Crouhy, Michel
6
Dumas, Bernard
6
Chesney, Marc
5
Solnik, Bruno
5
Rockinger, Michael
4
Bensoussan, Alain
3
Galai, Dan
3
Harvey, Campbell R.
2
Jennergren, Lars Peter
2
Näslund, Bertil
2
Bouaziz, Laurent
1
Boucrelle, Cyril
1
Briys, Eric
1
Collin-Dufresne, Pierre
1
Dumas, Bertrand
1
Elliott, Robert J.
1
Fleming, Jeff
1
Gibson, Rajna
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Le Fur, Yann
1
Lefoll, Jean
1
Longin, François M.
1
Ruiz, Pierre
1
Uppal, Raman
1
Urga, Giovanni
1
Van Delft, Christian
1
Vial, Jean-Philippe
1
Wang, Tan
1
Whaley, Robert E.
1
Yor, Marc
1
Zhou, Guofu
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
984
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
222
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
International Monetary Fund (IMF)
76
C.E.P.R. Discussion Papers
64
Institut für Schweizerisches Bankwesen <Zürich>
58
Centre for Analytical Finance <Århus>
54
EconWPA
44
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Econometrisch Instituut <Rotterdam>
34
HAL
34
Springer Fachmedien Wiesbaden
32
Ekonomiska forskningsinstitutet <Stockholm>
30
Université Paris-Dauphine (Paris IX)
27
Erasmus Research Institute of Management
25
Federal Reserve Bank of St. Louis
25
World Bank
25
Agricultural and Applied Economics Association - AAEA
23
Svenska Handelshögskolan <Helsinki>
23
Center for Economic Research <Tilburg>
21
International Monetary Fund
21
CESifo
19
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
19
National Centre of Competence in Research North South <Bern>
19
Society for Computational Economics - SCE
19
Cowles Foundation for Research in Economics, Yale University
18
European University Institute / Department of Economics
17
Institute of Finance and Accounting <London>
17
Reserve Bank of Australia
17
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
14
European Association of Agricultural Economists - EAAE
14
Inter-American Development Bank
14
Rodney L. White Center for Financial Research
14
School of Economics and Management, University of Aarhus
14
Department of Economics and Finance, College of Business and Economics
13
University of Canterbury / Dept. of Economics and Finance
13
Centre for Economic Policy Research
12
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Les cahiers de recherche / HEC Paris
25
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ECONIS (ZBW)
25
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1
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:
2
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:
3
Discounted costs, obsolescence and planned stockouts with the EOQ formula
Van Delft, Christian
;
Vial, Jean-Philippe
-
1993
Persistent link: https://www.econbiz.de/10000881670
Saved in:
4
Implied
volatility
functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
5
Stochastic equity
volatility
related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
6
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:
7
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:
8
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:
9
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
10
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
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