2

A note on the valuation of an exotic timing option

Year:
1997
Language:
english
File:
PDF, 128 KB
english, 1997
5

The Effect of Asymmetric Information on the Cost of Capital

Year:
2003
Language:
english
File:
PDF, 270 KB
english, 2003
6

Nonlinear mean reversion in oil and stock markets

Year:
2011
Language:
english
File:
PDF, 145 KB
english, 2011
7

The performance of hybrid models in the assessment of default risk

Year:
2014
Language:
english
File:
PDF, 519 KB
english, 2014
14

Valuation of American CAC 40 index and wildcard options

Year:
2001
Language:
english
File:
PDF, 146 KB
english, 2001
19

Valuation of futures and commodity options with information costs

Year:
1999
Language:
english
File:
PDF, 197 KB
english, 1999
21

Option Valuation with Information Costs: Theory and Tests

Year:
1995
Language:
english
File:
PDF, 911 KB
english, 1995
28

Valuing Lease Contracts Under Incomplete Information: A Real-Options Approach

Year:
2002
Language:
english
File:
PDF, 703 KB
english, 2002
32

On derivatives and information costs

Year:
2006
Language:
english
File:
PDF, 205 KB
english, 2006
43

Irreversibility, sunk costs and investment under incomplete information

Year:
2001
Language:
english
File:
PDF, 285 KB
english, 2001
48

Le syndrome de Mauriac : à propos d’une observation

Year:
2017
Language:
french
File:
PDF, 196 KB
french, 2017