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An average-strike put option model of the marketability discount
Finnerty, John D. - In: The journal of derivatives : the official publication … 19 (2012) 4, pp. 53-69
Persistent link: https://www.econbiz.de/10009671737
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An option-based model for valuing the common stock of emerging-growth firms
Finnerty, John D. - In: The journal of derivatives : the official publication … 23 (2016) 4, pp. 33-53
Persistent link: https://www.econbiz.de/10011687309
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The valuation of compound options : a correction and an extension
Chen, Ren-Raw; He, Wei - In: The journal of derivatives : the official publication … 22 (2015) 4, pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
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Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw - In: The journal of derivatives : the official publication … 3 (1995) 2, pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
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It is time to shift log-normal
Chen, Ren-Raw; Hsieh, Pei-Lin; Huang, Jeffrey - In: The journal of derivatives : the official publication … 25 (2018) 3, pp. 89-103
Persistent link: https://www.econbiz.de/10011941359
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INTEREST RATE OPTIONS IN MULTI-FACTOR COX-INGERSOLL-ROSS MODELS OF THE TERM STRUCTURE
Chen, Ren-Raw; Scott, Louis - In: The journal of derivatives : the official publication … 3 (1995) 2, pp. 53-72
Persistent link: https://www.econbiz.de/10007336477