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Black-Scholes model
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Gibson, Rajna
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Chesney, Marc
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Adjaoute, Kpate
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Finanzmarkt und Portfolio-Management
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Les cahiers de recherche / HEC Paris
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
The jump-diffusion process in Swiss stock returns and its influence on option valuation
Bruand, Martin
- In:
Finanzmarkt und Portfolio-Management
10
(
1996
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001221522
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2
The valuation of options for constant elasticity of variance processes : a review of the theory and empirical evidence for options written on Swiss stocks
Adjaoute, Kpate
- In:
Finanzmarkt und Portfolio-Management
7
(
1993
)
4
,
pp. 495-509
Persistent link: https://www.econbiz.de/10001222030
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3
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
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4
Reducing asset substitution with warrant and convertible debt issues
Chesney, Marc
;
Gibson, Rajna
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001618908
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5
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001439614
Saved in:
6
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
-
1999
Persistent link: https://www.econbiz.de/10001414551
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