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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000907918
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Stochastic equity volatility related to the leverage effect
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909451
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909452
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Hedging with a volatility term structure
Crouhy, Michel - In: The journal of derivatives : the official publication … 2 (1995) 3, pp. 45-52
Persistent link: https://www.econbiz.de/10001219524
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Bid-ask spreads and implied volatilities of key players in a FX options market
Galai, Dan; Shraiber, Bentsi - In: The journal of futures markets 33 (2013) 8, pp. 774-794
Persistent link: https://www.econbiz.de/10009779084
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Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel; Rockinger, Michael - 1994
Persistent link: https://www.econbiz.de/10000907916
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Volatility indices for the French financial market
Crouhy, Michel; Rockinger, Michael - 1996
Persistent link: https://www.econbiz.de/10000936195
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Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel - In: Financial engineering and the Japanese markets 4 (1997) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10001222633
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Volatility indices for the French financial market
Crouhy, Michel - In: Finance : revue de l'Association Française de Finance 18 (1997) 2, pp. 29-50
Persistent link: https://www.econbiz.de/10001247906
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Information about bank risk in options prices
Swidler, Steven Mark; Wilcox, James A. - In: Journal of banking & finance 26 (2002) 5, pp. 1033-1057
Persistent link: https://www.econbiz.de/10001665099