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A pricing method for options based on average asset values
Kemna, Angelien G. - In: Journal of banking & finance 14 (1990) 1, pp. 113-129
Persistent link: https://www.econbiz.de/10001088202
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Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel - In: Journal of banking & finance 21 (1997) 8, pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
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The impact of firm specific news on implied volatilities
Donders, Monique - In: Journal of banking & finance 20 (1996) 9, pp. 1447-1461
Persistent link: https://www.econbiz.de/10001207831
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Comparing possible proxies of corporate bond liquidity
Houweling, Patrick; Mentink, Albert; Vorst, Ton - In: Journal of banking & finance 29 (2005) 6, pp. 1331-1358
Persistent link: https://www.econbiz.de/10002717328
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Comparing possible proxies of corporate bond liquidity
Houweling, Patrick; Mentink, Albert; Vorst, Ton - In: Journal of banking & finance 29 (2005) 6, pp. 1331-1358
Persistent link: https://www.econbiz.de/10005881598