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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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The pricing of forward-starting Asian options
Bouaziz, Laurent - In: Journal of banking & finance 18 (1994) 5, pp. 823-839
Persistent link: https://www.econbiz.de/10001174025
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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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The pricing of default-free interest rate cap, floor, and collar agreements
Briys, Eric - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1879-1892
Persistent link: https://www.econbiz.de/10001115509
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Hedging versus speculating with interest rate futures
Briys, Eric
Persistent link: https://www.econbiz.de/10001273584
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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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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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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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The pricing of forward-starting Asian options
Bouaziz, Laurent; Briys, Eric; Crouhy, Michel - 1994
Persistent link: https://www.econbiz.de/10000909455