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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1992 - Rev
Persistent link: https://www.econbiz.de/10000855925
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An intertemporal model of consumption and hedging
Briys, Eric
Persistent link: https://www.econbiz.de/10001273592
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric - In: European economic review : EER 37 (1993) 5, pp. 949-960
Persistent link: https://www.econbiz.de/10001147388
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1994
Persistent link: https://www.econbiz.de/10000888572
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The pricing of interest rate cap, floor and collar agreements
Briys, Eric; Crouhy, Michel; Schöbel, Rainer - 1988
Persistent link: https://www.econbiz.de/10000766786
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Insurance : from underwriting to derivatives ; asset liability management in insurance companies
Briys, Eric; Varenne, François de - 2001
Persistent link: https://www.econbiz.de/10001574387
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The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909453
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Changes in the structure and dynamics of European securities markets
Benos, Alexandros Vassiliou; Crouhy, Michel - 1996
Persistent link: https://www.econbiz.de/10000953116
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Black-scholes approximation of complex option values : the cases of European compound call options and equity warrants
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1993
Persistent link: https://www.econbiz.de/10000855931
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The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel; Galai, Dan - 1991
Persistent link: https://www.econbiz.de/10000824793