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A contingent-claims valuation of convertible securities
Ingersoll jr., Jonathan E. - In: Journal of financial economics 4 (1977) 3, pp. 289-322
Persistent link: https://www.econbiz.de/10003162207
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Approximate option valuation for arbitrary stochastic processes
Jarrow, Robert; Rudd, Andrew - In: Journal of financial economics 10 (1982) 3, pp. 347-369
Persistent link: https://www.econbiz.de/10003071419
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Options on the minimum or the maximum of two risky assets : analysis and applications
Stulz, René M. - In: Journal of financial economics 10 (1982) 2, pp. 161-185
Persistent link: https://www.econbiz.de/10002884715
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Comments on the valuation of derivative assets
Bick, Avi - In: Journal of financial economics 10 (1982) 3, pp. 331-345
Persistent link: https://www.econbiz.de/10001907912
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Savings bonds, retractable bonds and callable bonds
Brennan, Michael J.; Schwartz, Eduardo S. - In: Journal of financial economics 5 (1977) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10001948432
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An explicit bound on individual assetsʹ deviations from APT pricing in a finite economy
Dybvig, Philip H. - In: Journal of financial economics 12 (1983) 4, pp. 483-496
Persistent link: https://www.econbiz.de/10002109412
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On interpreting security returns during the ex-dividend period
Eades, Kenneth M. - In: Journal of financial economics 13 (1984) 1, pp. 3-34
Persistent link: https://www.econbiz.de/10002113137
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Taxes and portofolio composition
Elton, Edwin J.; Gruber, Martin J. - In: Journal of financial economics 6 (1978) 4, pp. 399-410
Persistent link: https://www.econbiz.de/10002118632
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Taxes and portfolio composition
Elton, Edwin J.; Gruber, Martin J. - In: Journal of financial economics 6 (1978) 4, pp. 399-410
Persistent link: https://www.econbiz.de/10002120349
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The effect of temporal risk aversion on liquidity preference
Karady, Gyorgy G. - In: Journal of financial economics 10 (1982) 4, pp. 467-483
Persistent link: https://www.econbiz.de/10002186620