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A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
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A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj - In: Journal of mathematical finance 8 (2018) 1, pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
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Why would a durable good monopolist also produce a cost-inefficient nondurable good?
Fethke, Gary C.; Jagannathan, Raj - In: International journal of industrial organization 18 (2000) 5, pp. 793-812
Persistent link: https://www.econbiz.de/10001485487
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Storing crossmatched blood : a perishable inventory model with prior allocation
Jagannathan, Raj - In: Management science : journal of the Institute for … 37 (1991) 3, pp. 251-266
Persistent link: https://www.econbiz.de/10001103313
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Habit persistence, heterogeneous tastes, and imperfect competition
Fethke, Gary C. - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1193-1207
Persistent link: https://www.econbiz.de/10001200760
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Monopoly with endogenous durability
Fethke, Gary C.; Jagannathan, Raj - In: Journal of economic dynamics & control 26 (2002) 6, pp. 1009-1027
Persistent link: https://www.econbiz.de/10001654021
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A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj - In: Journal of mathematical finance 6 (2016) 2, pp. 303-323
Persistent link: https://www.econbiz.de/10011544516