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Pension regulation and the market value of pension liabilities : a contingent claims analysis using Parisian options
Broeders, Dirk; Chen, An - In: Journal of banking & finance 34 (2010) 6, pp. 1201-1214
Persistent link: https://www.econbiz.de/10003978329
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The financing dynamics of newly founded firms
Hirsch, Julia; Walz, Uwe - In: Journal of banking & finance 100 (2019), pp. 261-272
Persistent link: https://www.econbiz.de/10012162553
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Are founding families special blockholders? an investigation of controlling shareholder influence on firm performance
Isakov, Dušan; Weisskopf, Jean-Philippe - In: Journal of banking & finance 41 (2014), pp. 1-16
Persistent link: https://www.econbiz.de/10010408014
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IPOs, trade sales and liquidations : modelling venture capital exits using survival analysis
Giot, Pierre; Schwienbacher, Armin - In: Journal of banking & finance 31 (2007) 3, pp. 679-702
Persistent link: https://www.econbiz.de/10003429750
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Determinants of bank growth choice
Cyree, Ken B.; Wansley, James W.; Boehm, Thomas P. - In: Journal of banking & finance 24 (2000) 5, pp. 709-734
Persistent link: https://www.econbiz.de/10001467845
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The growth of US credit unions
Goddard, John A.; McKillop, Donal G.; Wilson, John O. S. - In: Journal of banking & finance 26 (2002) 12, pp. 2327-2356
Persistent link: https://www.econbiz.de/10001719720
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A continuous-time model to determine the intervention policy for PBGC
Kalra, Raman - In: Journal of banking & finance 21 (1997) 8, pp. 1159-1177
Persistent link: https://www.econbiz.de/10001226766
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Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R. - In: Journal of banking & finance 21 (1997) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
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A note on an equilibrium debt option pricing model in discrete time
Mathis, Roswell E. - In: Journal of banking & finance 19 (1995) 7, pp. 1305-1307
Persistent link: https://www.econbiz.de/10001189240
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How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat - In: Journal of banking & finance 22 (1998) 5, pp. 589-610
Persistent link: https://www.econbiz.de/10001243308