scientific article; zbMATH DE number 912566

zbMATH Open0854.90007MaRDI QIDQ4887225FDOQ4887225

Authors: Michel Crouhy, Dan Galai, Alain Bensoussan 

Publication date: 19 January 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Black-Scholes modelequity volatility

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Economic growth models (91B62)

Cited In (8)

• How much equity capital did the Tokyo stock exchange really raise?
• Stochastic equity volatility related to the leverage effect. II: Valuation of European equity options and warrants
• The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach
• Corporate valuation, capital structure and risk management: a stochastic DCF approach.
• Stochastic equity volatility and the capital structure of the firm
• Research in finance.
• Corporate Fraction and the Equilibrium Term Structure of Equity Risk *
• Stochastic equity volatility related to the leverage effect

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