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Black-scholes approximation of warrant prices
Bensoussan, Alain - In: Advances in futures and options research : a research annual 8 (1995), pp. 1-14
Persistent link: https://www.econbiz.de/10001211324
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Warrant valuation and equity volatility
Crouhy, Michel - In: Advances in futures and options research : a research annual 5 (1991), pp. 203-215
Persistent link: https://www.econbiz.de/10001123288
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On the prediction of the implied standard deviation
Brenner, Menachem - In: Advances in futures and options research : a research annual 2 (1987), pp. 167-177
Persistent link: https://www.econbiz.de/10001081781
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Predicting the value of foreign currency call options with the constant elasticity of variance diffusion process
Hauser, Shmuel - In: International review of financial analysis 1 (1992) 3, pp. 225-236
Persistent link: https://www.econbiz.de/10001140076
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Prototype risk rating system
Crouhy, Michel; Galai, Dan; Mark, Robert - In: Journal of banking & finance 25 (2001) 1, pp. 47-95
Persistent link: https://www.econbiz.de/10001546234
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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 - In: Journal of banking & finance 18 (1994) 5, pp. 861-880
Persistent link: https://www.econbiz.de/10001174023
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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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A contingent claim analysis of a regulated depository institution
Crouhy, Michel - In: Journal of banking & finance 15 (1991) 1, pp. 73-90
Persistent link: https://www.econbiz.de/10001100985
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Liquidation triggers and the valuation of equity and debt
Galai, Dan; Raviv, Alon; Wiener, Zvi - In: Journal of banking & finance 31 (2007) 12, pp. 3604-3620
Persistent link: https://www.econbiz.de/10007876227
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Bid–Ask Spreads and Implied Volatilities of Key Players in a FX Options Market
Galai, Dan; Schreiber, Ben Z. - In: The journal of futures markets 33 (2013) 8, pp. 774-794
Persistent link: https://www.econbiz.de/10010121178