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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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Pricing and hedging caps on the Swiss index of mortgage rates
Bruand, Martin - In: The journal of fixed income 7 (1998) 4, pp. 94-111
Persistent link: https://www.econbiz.de/10001243515
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Le processus mixte appliqué à l'évolution du prix des actions suisses et son influence sur le prix des options
Bruand, Martin - 1994
Persistent link: https://www.econbiz.de/10000905518
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Non-stationary exchange rates and the efficiency of the foreign exchange market
Adjaoute, Kpate - 1995
Persistent link: https://www.econbiz.de/10000934123
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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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Stochastic interest rates and the pricing of European currency options
Adjaoute, Kpate - 1997
Persistent link: https://www.econbiz.de/10000982372
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Des modèles d'équilibre de la structure des taux d'intérêt : un essai de synthèse
Gibson, Rajna - In: Finance : revue de l'Association Française de Finance 8 (1987) 2, pp. 133-171
Persistent link: https://www.econbiz.de/10001075211
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La théorie des options réelles : un exemple d'application au cas de l'immobilier
Adjaoute, Kpate; Tuchschmid, Nils S. - 1998
Persistent link: https://www.econbiz.de/10001523965
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Exchange rate dynamics, currency risk and international portfolio strategies
Adjaoute, Kpate - In: Finanzmarkt und Portfolio-Management 10 (1996) 4, pp. 445-462
Persistent link: https://www.econbiz.de/10001221483