Michel Crouhy

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Contingent claims analysis in corporate finance	2024-09-06	Paper
Stochastic equity volatility related to the leverage effect. II: Valuation of European equity options and warrants Applied Mathematical Finance	2021-06-18	Paper
A comparative analysis of current credit risk models	2019-08-01	Paper
Volatility clustering, asymmetry and hysteresis in stock returns: International evidence Asia-Pacific Financial Markets	2009-02-06	Paper
scientific article; zbMATH DE number 1865385 (Why is no real title available?)	2003-02-06	Paper
scientific article; zbMATH DE number 912566 (Why is no real title available?)	1997-01-19	Paper
Stochastic equity volatility related to the leverage effect Applied Mathematical Finance	1995-10-18	Paper
Stochastic equity volatility and the capital structure of the firm Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences	1995-05-14	Paper
scientific article; zbMATH DE number 3900467 (Why is no real title available?)	1983-01-01	Paper
scientific article; zbMATH DE number 3742984 (Why is no real title available?)	1980-01-01	Paper
scientific article; zbMATH DE number 3604641 (Why is no real title available?)	1978-01-01	Paper

Research outcomes over time

This page was built for person: Michel Crouhy