Option pricing and Esscher transform under regime switching.
- Published in:
- Annals of Finance, 2005, v. 1, n. 4, p. 423, doi. 10.1007/s10436-005-0013-z
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- Publication type:
- Article
Works matching IS 16142446 AND DT 2005 AND VI 1 AND IP 4
Results: 5
1
2
Analyst estimation revision clusters and corporate events, Part II.
- Published in:
- Annals of Finance, 2005, v. 1, n. 4, p. 379, doi. 10.1007/s10436-005-0015-x
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- Publication type:
- Article
3
Informational asymmetries and a multiplier effect on price correlation and trading.
- Published in:
- Annals of Finance, 2005, v. 1, n. 4, p. 395, doi. 10.1007/s10436-005-0017-8
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- Publication type:
- Article
4
Race to the top or bottom? Corporate governance, freedom of reincorporation and competition in law.
- Published in:
- Annals of Finance, 2005, v. 1, n. 4, p. 349, doi. 10.1007/s10436-005-0022-y
- By:
- Publication type:
- Article
5
The non-neutrality of debt in investment timing: a new NPV rule.
- Published in:
- Annals of Finance, 2005, v. 1, n. 4, p. 433, doi. 10.1007/s10436-005-0016-9
- By:
- Publication type:
- Article