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~institution:"Chambre de commerce et d'industrie de Paris"
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Option pricing theory
10
Optionspreistheorie
10
Theorie
8
Theory
8
CAPM
7
International financial market
3
Internationaler Finanzmarkt
3
Volatility
3
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1970-1996
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Book / Working Paper
17
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Arbeitspapier
17
Working Paper
17
Graue Literatur
7
Non-commercial literature
7
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English
17
Author
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Chesney, Marc
5
Dumas, Bernard
5
Crouhy, Michel
3
Solnik, Bruno
3
Bensoussan, Alain
2
Galai, Dan
2
Harvey, Campbell R.
2
Jennergren, Lars Peter
2
Näslund, Bertil
2
Bouaziz, Laurent
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
Lefoll, Jean
1
Rockinger, Michael
1
Ruiz, Pierre
1
Whaley, Robert E.
1
Yor, Marc
1
Zhou, Guofu
1
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
522
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
61
International Monetary Fund (IMF)
40
Centre for Analytical Finance <Århus>
36
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
Ekonomiska forskningsinstitutet <Stockholm>
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
Federal Reserve Bank of St. Louis
21
EconWPA
17
Association of European Conjuncture Institutes / Working Group on Commodity Prices
16
Institut für Schweizerisches Bankwesen <Zürich>
16
HAL
15
Springer Fachmedien Wiesbaden
14
Svenska Handelshögskolan <Helsinki>
14
Center for Economic Research <Tilburg>
13
Institute of Finance and Accounting <London>
12
C.E.P.R. Discussion Papers
10
International Monetary Fund
10
Centre for Economic Policy Research
9
Deutsche Forschungsgemeinschaft
9
Econometrisch Instituut <Rotterdam>
9
Erasmus Research Institute of Management
9
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
MASTER CONSULTORES
8
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
University of Chicago / Center for Research in Security Prices
8
World Bank
8
Institut for Finansiering <Frederiksberg>
7
Society for Computational Economics - SCE
7
Verlag Dr. Kovač
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Bonn Graduate School of Economics
6
European University Institute / Department of Economics
6
International Center for Financial Asset Management and Engineering
6
Nationalekonomiska Institutionen <Lund>
6
Rodney L. White Center for Financial Research
6
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Les cahiers de recherche / HEC Paris
17
Source
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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:
4
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
5
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
6
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:
7
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
8
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
9
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:
10
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:
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