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On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre; Goldstein, Robert S.; Yang, Fan - In: The journal of finance : the journal of the American … 67 (2012) 6, pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
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Risk-sharing or risk-taking? : counterparty risk, incentives, and margins
Biais, Bruno; Heider, Florian; Hoerova, Marie - In: The journal of finance : the journal of the American … 71 (2016) 4, pp. 1669-1698
Persistent link: https://www.econbiz.de/10011588926
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[Rezension von: Hull, John, Options, futures, and other derivative securities]
Gay, Gerald D. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 312-316
Persistent link: https://www.econbiz.de/10001344121
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The valuation of sequential exchange opportunities
Carr, Peter - In: The journal of finance : the journal of the American … 43 (1988) 5, pp. 1235-1256
Persistent link: https://www.econbiz.de/10001073000
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
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A note on the pricing of commodity-linked bonds
Carr, Peter - In: The journal of finance : the journal of the American … 42 (1987) 4, pp. 1071-1076
Persistent link: https://www.econbiz.de/10001055592
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Option momentum
Heston, Steven L.; Jones, Christopher S.; Khorram, Mehdi; … - In: The journal of finance : the journal of the American … 78 (2023) 6, pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
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The financing and redeployment of specific assets
Habib, Michel A.; Johnsen, D. Bruce - In: The journal of finance : the journal of the American … 54 (1999) 2, pp. 693-720
Persistent link: https://www.econbiz.de/10001367862
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The default premium and corporate bond experience
Fons, Jerome S. - In: The journal of finance : the journal of the American … 42 (1987) 1, pp. 81-97
Persistent link: https://www.econbiz.de/10001047805
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Asymmetric information about collateral values
Stroebel, Johannes - In: The journal of finance : the journal of the American … 71 (2016) 3, pp. 1071-1112
Persistent link: https://www.econbiz.de/10011613512