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Comments on "Information about bank risk in options prices"

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  • Crouhy, Michel

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  • Crouhy, Michel, 2002. "Comments on "Information about bank risk in options prices"," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 1059-1064, May.
    • Handle: RePEc:eee:jbfina:v:26:y:2002:i:5:p:1059-1064
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    References listed on IDEAS

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    1. Alain Bensoussan & Michel Crouhy & Dan Galai, 1994. "Stochastic equity volatility related to the leverage effect," Applied Mathematical Finance, Taylor & Francis Journals, vol. 1(1), pages 63-85.
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    Cited by:

    1. Swidler, Steve & Wilcox, James A., 2002. "Information about bank risk in options prices," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 1033-1057, May.

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