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Option pricing theory
10
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10
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9
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6
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4
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English
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Crouhy, Michel
5
Dumas, Bernard
5
Rockinger, Michael
4
Bensoussan, Alain
3
Chesney, Marc
3
Galai, Dan
3
Solnik, Bruno
3
Jennergren, Lars Peter
2
Näslund, Bertil
2
Alexandre, Xavier
1
Boucrelle, Cyril
1
Collin-Dufresne, Pierre
1
Fleming, Jeff
1
Gibson, Rajna
1
Gollier, Christian
1
Griette, Eric
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Le Fur, Yann
1
Lefoll, Jean
1
Longin, François M.
1
Uppal, Raman
1
Urga, Giovanni
1
Wang, Tan
1
Whaley, Robert E.
1
Yor, Marc
1
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
1,111
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
190
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
100
Institut für Schweizerisches Bankwesen <Zürich>
85
International Monetary Fund (IMF)
76
C.E.P.R. Discussion Papers
59
Centre for Analytical Finance <Århus>
48
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
37
National Centre of Competence in Research North South <Bern>
36
EconWPA
35
Springer Fachmedien Wiesbaden
35
HAL
33
World Bank
33
Ekonomiska forskningsinstitutet <Stockholm>
32
Université Paris-Dauphine (Paris IX)
32
Institute of Finance and Accounting <London>
26
Center for Economic Research <Tilburg>
25
International Monetary Fund
25
Agricultural and Applied Economics Association - AAEA
24
Federal Reserve Bank of St. Louis
21
Svenska Handelshögskolan <Helsinki>
21
Rodney L. White Center for Financial Research
20
Society for Computational Economics - SCE
20
Erasmus Research Institute of Management
18
CESifo
17
Cowles Foundation for Research in Economics, Yale University
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
17
Reserve Bank of Australia
17
Frank J. Fabozzi Associates <New Hope, Pa.>
16
Verlag Dr. Kovač
16
European Association of Agricultural Economists - EAAE
15
European University Institute / Department of Economics
15
Department of Economics and Finance, College of Business and Economics
14
Institut für Weltwirtschaft
14
International Center for Financial Asset Management and Engineering
14
OECD
14
University of Canterbury / Dept. of Economics and Finance
14
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
13
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Les cahiers de recherche / HEC Paris
20
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ECONIS (ZBW)
20
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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
Implied
volatility
functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
4
Stochastic equity
volatility
related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
5
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:
6
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:
7
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:
8
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
9
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:
10
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
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