Narrow search
Showing 1 - 10 of 17
Cover Image
The pricing of default-free interest rate cap, floor and collar agreements
Briys, Eric; Crouhy, Michel; Schöbel, Rainer - 1992
Persistent link: https://www.econbiz.de/10000838418
Cover Image
Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1994
Persistent link: https://www.econbiz.de/10000888572
Cover Image
Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1992 - Rev
Persistent link: https://www.econbiz.de/10000855925
Cover Image
Black-scholes approximation of warrant prices
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1993 - Rev
Persistent link: https://www.econbiz.de/10000855930
Cover Image
Black-scholes approximation of complex option values : the cases of European compound call options and equity warrants
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1993
Persistent link: https://www.econbiz.de/10000855931
Cover Image
The pricing of forward-starting Asian options
Bouaziz, Laurent; Briys, Eric; Crouhy, Michel - 1991
Persistent link: https://www.econbiz.de/10000827880
Cover Image
A contingent claim analysis of a regulated depository institution
Crouhy, Michel; Galai, Dan - 1991
Persistent link: https://www.econbiz.de/10000827883
Cover Image
Optimal hedging under intertemporally dependent preferences
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1991
Persistent link: https://www.econbiz.de/10000817555
Cover Image
The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel; Galai, Dan - 1991
Persistent link: https://www.econbiz.de/10000824793
Cover Image
Changes in the structure and dynamics of European securities markets
Benos, Alexandros Vassiliou; Crouhy, Michel - 1996
Persistent link: https://www.econbiz.de/10000953116