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Analytical solutions to the pricing of American bond and yield options
Chesney, Marc; Elliott, Robert J.; Gibson, Rajna - 1991 - Rev. version
Persistent link: https://www.econbiz.de/10000817550
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Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc; Gibson, Rajna; Loubergé, Henri - 1996
Persistent link: https://www.econbiz.de/10000938031
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State space symmetry and two-factor option pricing models
Chesney, Marc; Gibson, Rajna - 1994
Persistent link: https://www.econbiz.de/10000907917
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The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc; Gibson, Rajna - 1999
Persistent link: https://www.econbiz.de/10001414551