Authors: TOFT KB

Citation: Kb. Toft, AN INTRODUCTION TO THE MATHEMATICS OF FINANCIAL DERIVATIVES - NEFTCI,SN, The Journal of finance, 53(1), 1998, pp. 420-422

Authors: TOFT KB PRUCYK B

Citation: Kb. Toft et B. Prucyk, OPTIONS ON LEVERAGED EQUITY - THEORY AND EMPIRICAL TESTS, The Journal of finance, 52(3), 1997, pp. 1151-1180

Authors: TOFT KB

Citation: Kb. Toft, ON THE MEAN-VARIANCE TRADEOFF IN OPTION REPLICATION WITH TRANSACTIONSCOSTS, Journal of financial and quantitative analysis, 31(2), 1996, pp. 233-263

Authors: LELAND HE TOFT KB

Citation: He. Leland et Kb. Toft, OPTIMAL CAPITAL STRUCTURE, ENDOGENOUS BANKRUPTCY, AND THE TERM STRUCTURE OF CREDIT SPREADS, The Journal of finance, 51(3), 1996, pp. 987-1019

Authors: LELAND H TOFT KB

Citation: H. Leland et Kb. Toft, OPTIMAL CAPITAL STRUCTURE, ENDOGENOUS BANKRUPTCY, AND THE TERM STRUCTURE OF CREDIT SPREADS, The Journal of finance, 51(3), 1996, pp. 1057-1057

Authors: TOFT KB

Citation: Kb. Toft, EXACT FORMULAS FOR EXPECTED HEDGING ERROR AND TRANSACTIONS COSTS IN OPTION REPLICATION, The Journal of finance, 49(3), 1994, pp. 1098-1099