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Conference Measuring and Managing Ethical Risk: How Investing in Ethiics Adds Value <1999, Notre Dame, Ind.>
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ECONIS (ZBW)
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1
Special issue on thirty years of continuous-time finance
Barone-Adesi, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003121067
Saved in:
2
Private equity and regulatory capital
Bongaerts, Dion
;
Charlier, Erwin
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1211-1220
Persistent link: https://www.econbiz.de/10003842250
Saved in:
3
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
Saved in:
4
Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach
Perrakis, Stylianos
;
Boloorforoosh, Ali
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3157-3168
Persistent link: https://www.econbiz.de/10009778483
Saved in:
5
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
6
Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger
;
Rahe, Florentin
- In:
Journal of banking & finance
76
(
2017
),
pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
Saved in:
7
Analytical pricing of discretely monitored Asian-style options :
theory
and application to commodity markets
Fusai, Gianluca
;
Marena, Marina
;
Roncoroni, Andrea
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2033-2045
Persistent link: https://www.econbiz.de/10003778579
Saved in:
8
The price of power : the valuation of power and weather derivatives
Pirrong, Craig
;
Jermakyan, Martin
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2520-2529
Persistent link: https://www.econbiz.de/10003795768
Saved in:
9
General equilibrium pricing of CPI derivatives
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10002628958
Saved in:
10
Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
Klein, Peter
;
Inglis, Michael
- In:
Journal of banking & finance
25
(
2001
)
5
,
pp. 993-1012
Persistent link: https://www.econbiz.de/10001570916
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