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On the stochastic nature of the stock price variance rate and strike price bias in option pricing
Merville, Larry J.; Pieptea, Daniel R. - In: Advances in quantitative analysis of finance and … 1 (1991), pp. 1-24
Persistent link: https://www.econbiz.de/10009924629
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A shortcut to Itô's lemma for financial applications : the case of hedging with interest rate futures
Pieptea, Daniel R. - In: Finance : revue de l'Association Française de Finance 10 (1989) 2, pp. 51-58
Persistent link: https://www.econbiz.de/10009918738
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Unified asset pricing
Merville, Larry J. - In: Research in finance 11 (1993), pp. 107-119
Persistent link: https://www.econbiz.de/10009943429
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THE MARKET - Identifying the Factor Structure of Equity Returns
Merville, Larry J.; Hayes-Yelken, Suzanne; Xu, Yexiao - In: The journal of portfolio management : a publication of … 27 (2001) 4, pp. 51-62
Persistent link: https://www.econbiz.de/10006563670
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Capital investment and firm leverage : a corporate real-options approach
Merville, Larry J.; Mishra, Chandrasekhar - In: Research in finance 9 (1991), pp. 49-73
Persistent link: https://www.econbiz.de/10009943417
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Indirect cost of financial distress and sales performance
Chen, G. M.; Cheung, Joseph K.; Merville, Larry J. - In: Research in finance 15 (1997), pp. 35-54
Persistent link: https://www.econbiz.de/10009943457
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A Unified Model of Corporate Acquisitions and Divestitures: An Incentive Perspective
Choi, Yoon K.; Merville, Larry J. - In: Review of quantitative finance and accounting 10 (1998) 2, pp. 127-154
Persistent link: https://www.econbiz.de/10007194070