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Estimating the volatility of S&P 500 futures prices using the extreme-value method
Wiggins, James B. - In: The journal of futures markets 12 (1992) 3, pp. 265-273
Persistent link: https://www.econbiz.de/10001125677
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The relation between risk and optimal debt maturity and the value of leverage
Wiggins, James B. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 377-386
Persistent link: https://www.econbiz.de/10001096418
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Valuation effects of bank financing in acquisitions
Bharadwaj, Anu; Shivdasani, Anil - In: Journal of financial economics 67 (2003) 1, pp. 113-148
Persistent link: https://www.econbiz.de/10001728949
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Option pricing and implicit volatilities
Jarrow, Robert A. - In: Journal of economic surveys 3 (1989) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10001072609