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The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen; Gao, Bin - In: Journal of financial economics 53 (1999) 3, pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
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Interest-rate risk and the pricing of depository financial intermediary common stock : empirical evidence
Yourougou, Pierre - In: Journal of banking & finance 14 (1990) 4, pp. 803-820
Persistent link: https://www.econbiz.de/10001096373
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Valuing debt options : empir. evidence
Dietrich-Campbell, Bruce - In: Journal of financial economics 16 (1986) 3, pp. 321-343
Persistent link: https://www.econbiz.de/10001015146
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Valuing futures and options on volatility
Grünbichler, Andreas - In: Journal of banking & finance 20 (1996) 6, pp. 985-1001
Persistent link: https://www.econbiz.de/10001203103
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The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel - In: Journal of banking & finance 18 (1994) 5, pp. 861-880
Persistent link: https://www.econbiz.de/10001174023
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Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
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Short-term options : clienteles, market segmentation, and event trading
Chatrath, Arjun; Christie-David, Rohan; Miao, Hong; … - In: Journal of banking & finance 61 (2015), pp. 237-250
Persistent link: https://www.econbiz.de/10011545291
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Pricing currency derivatives under the benchmark approach
Baldeaux, Jan; Grasselli, Martino; Platen, Eckhard - In: Journal of banking & finance 53 (2015), pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
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The leverage effect and the basket-index put spread
Bai, Jennie; Goldstein, Robert S.; Yang, Fan - In: Journal of financial economics 131 (2019) 1, pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
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Who benefits in a crisis? Evidence from hedge fund stock and option holdings
Aragon, George O.; Martin, J. Spencer; Shi, Zhen - In: Journal of financial economics 131 (2019) 2, pp. 345-361
Persistent link: https://www.econbiz.de/10012131547