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Loan guarantees : an option pricing theory perspective
Pizzutilo, Fabio; Calò, Francesco - In: International journal of economics and financial issues … 5 (2015) 4, pp. 905-909
Persistent link: https://www.econbiz.de/10011455288
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Mitigating risk incentives by issuing convertible bonds : a refinement to the Black-Scholes evaluation model
Miyake, Masatoshi; Yu, Mei; Inoue, Hiroshi - In: Journal of financial engineering 1 (2014) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10010508012
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First-order calculus and option pricing
Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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Electric utility decisionmaking and the nuclear option
Gándara, Arturo - 1977
Persistent link: https://www.econbiz.de/10000001565
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Siegel's paradox and the pricing of currency options
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000882093
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Currency option pricing in credible target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000883767
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886028
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Implementing option pricing models when asset returns are predictable
Lo, Andrew W.; Wang, Jiang - 1994
Persistent link: https://www.econbiz.de/10000889016
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A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M. - 1994
Persistent link: https://www.econbiz.de/10000889364