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Pricing the credit-risk put em...
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At-the-Money Overvaluation of Black's but Undervaluation of GC European Futures Put Values in Terms of Johnson's Ones
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Chateau, Jean-Pierre D.
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18
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6
Chateau, J.-P.
3
Losq, Etienne
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International review of financial analysis
8
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6
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5
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4
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ECONIS (ZBW)
29
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11
The stochastic-volatility American put option of banks' credit line commitments : valuation and policy implications
Chateau, Jean-Pierre D.
;
Dufresne, D.
- In:
International review of financial analysis
11
(
2002
)
2
,
pp. 159-181
Persistent link: https://www.econbiz.de/10001715955
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12
Pricing the stochastic volatility put option of banks' credit line commitments
Chateau, Jean-Pierre D.
;
Dufresne, Daniel
-
1998
Persistent link: https://www.econbiz.de/10000998682
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13
A geometrical exposition of the credit setting strategies of the banking firm under loan rate uncertainty
Do, Toan Q.
- In:
Finance : revue de l'Association Française de Finance
6
(
1985
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10001022668
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14
On the theory of financial intermediaries, deposit rate-setting under supply uncertainty
Chateau, Jean-Pierre D.
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
1
(
1981
)
2
,
pp. 603-616
Persistent link: https://www.econbiz.de/10001998032
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15
La politique de distribution de dividendes des sociétés : une étude microéconométrique
Chateau, Jean-Pierre D.
- In:
The Canadian journal of economics
9
(
1976
)
2
,
pp. 255-277
Persistent link: https://www.econbiz.de/10001998036
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16
Politiques de ventilation du cash flow des sociétés : un système d'équations simultanées
Chateau, Jean-Pierre D.
- In:
Revue d'économie politique
88
(
1973
)
2
,
pp. 224-261
Persistent link: https://www.econbiz.de/10001998056
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17
Portfolio behavior of the mutual savings banks : an econometric analysis
Chateau, Jean-Pierre D.
-
1976
Persistent link: https://www.econbiz.de/10001998068
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18
La programmation deterministe du budget de capital : un modèle financier
Chateau, Jean-Pierre D.
- In:
L' Actualité économique : revue trimest.
50
(
1974
)
3
,
pp. 415-449
Persistent link: https://www.econbiz.de/10001998081
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19
The demand for and supply of deposits by credit unions : the caisses populaires' case
Chateau, Jean-Pierre D.
- In:
Journal of banking & finance
4
(
1980
)
2
,
pp. 151-173
Persistent link: https://www.econbiz.de/10003513490
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20
La programmation deterministe du budget de capital : un modèle financier
Chateau, Jean-Pierre D.
- In:
L' Actualité économique : revue trimest.
50
(
1974
)
3
,
pp. 415-449
Persistent link: https://www.econbiz.de/10009898619
Saved in:
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