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Option pricing theory
10
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4
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English
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Crouhy, Michel
5
Rockinger, Michael
5
Bensoussan, Alain
3
Chesney, Marc
3
Dumas, Bernard
3
Galai, Dan
3
Solnik, Bruno
3
Jennergren, Lars Peter
2
Näslund, Bertil
2
Urga, Giovanni
2
Boucrelle, Cyril
1
Collin-Dufresne, Pierre
1
Fleming, Jeff
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Gibson, Rajna
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Le Fur, Yann
1
Lefoll, Jean
1
Longin, François M.
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
862
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
173
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
57
Centre for Analytical Finance <Århus>
41
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Federal Reserve Bank of St. Louis
34
EconWPA
30
HAL
30
OECD
29
Ekonomiska forskningsinstitutet <Stockholm>
27
Université Paris-Dauphine (Paris IX)
26
World Bank
25
European University Institute / Department of Economics
23
Agricultural and Applied Economics Association - AAEA
22
Center for Economic Research <Tilburg>
21
International Monetary Fund
21
Svenska Handelshögskolan <Helsinki>
21
Springer Fachmedien Wiesbaden
19
National Centre of Competence in Research North South <Bern>
18
University of Canterbury / Dept. of Economics and Finance
18
European University Institute / Department of Law
17
Reserve Bank of Australia
17
Tilburg University, Center for Economic Research
17
CESifo
16
Institut für Weltwirtschaft
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Rutgers University / Department of Economics
15
Society for Computational Economics - SCE
15
International Monetary Fund (IMF)
14
Verlag Dr. Kovač
14
Österreichisches Institut für Wirtschaftsforschung
14
Econometrisch Instituut <Rotterdam>
13
European Association of Agricultural Economists - EAAE
13
Federal Reserve System / Division of Research and Statistics
13
Internationaler Währungsfonds / Research Department
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics and Finance, College of Business and Economics
12
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Les cahiers de recherche / HEC Paris
17
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ECONIS (ZBW)
17
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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
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
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
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
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
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
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
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