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Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul, (2000)
Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market
Massa, Massimo, (2000)
The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L., (1999)
Face value convergence for stochastic bond price processes : a note on Merton's partial equilibrium option pricing model
Nawalkha, Sanjay K., (1995)
The duration vector : a continuous-time extension to default-free interest rate contingent claims
A contingent claims analysis of the interest rate risk characteristics of corporate liabilities
Nawalkha, Sanjay K., (1996)