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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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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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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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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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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
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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