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Ritchken, Peter
27
Sankarasubramanian, L.
7
Krishnan, C.N.V.
4
Li, Anlong
4
Ritchken, P.
4
Fan, Rong
3
Babich, Volodymyr
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2
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The journal of derivatives : the official publication of the International Association of Financial Engineers
6
European journal of operational research : EJOR
3
Review of derivatives research
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Journal of empirical finance
2
Journal of money, credit and banking : JMCB
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of futures markets
2
European financial management : the journal of the European Financial Management Association
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Journal of banking & finance
1
Journal of financial intermediation
1
Journal of financial services research : JFSR
1
Manufacturing & service operations management : M & SOM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research, Management science : OR MS ; the international literature digest
1
Review of quantitative finance and accounting
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
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OLC EcoSci
ECONIS (ZBW)
113
RePEc
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USB Cologne (EcoSocSci)
4
Other ZBW resources
3
EconStor
1
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1
Lattice Models for Pricing American Interest Rate Claims
Li, Anlong
;
Ritchken, Peter
;
Sankarasi, L.
; …
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-738
Persistent link: https://www.econbiz.de/10007334607
Saved in:
2
Averaging and Deferred Payment Yield Agreements
Ritchken, Peter
;
Sankarasubramanian, L.
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10006869698
Saved in:
3
The Valuation of Path Dependent Contracts on the Average
Ritchken, Peter
;
Sankarasubramanian, L.
;
Vijh, Anand M.
- In:
Management science : journal of the Institute for …
39
(
1993
)
10
,
pp. 1202-1213
Persistent link: https://www.econbiz.de/10006106521
Saved in:
4
Volatility Structures of Forward Rates and the Dynamics of the Term Structure
Ritchken, Peter
;
Sankarasubramanian, L.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10008223674
Saved in:
5
THE IMPORTANCE OF FORWARD RATE VOLATILITY STRUCTURES IN PRICING INTEREST RATE-SENSITIVE CLAIMS
Ritchken, Peter
;
Sankarasubramanian, L.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10007331313
Saved in:
6
A Multifactor Model of the Quality Option in Treasury Futures Contracts
Ritchken, Peter
;
Sankarasubramanian, L.
- In:
The journal of financial research : a publ. of the …
18
(
1995
)
3
,
pp. 261-280
Persistent link: https://www.econbiz.de/10007331552
Saved in:
7
Bond Price Representations and the Volatility of Spot Interest Rates
Ritchken, Peter
;
Sankarasubramanian, L.
- In:
Review of quantitative finance and accounting
7
(
1996
)
3
,
pp. 279-288
Persistent link: https://www.econbiz.de/10007205449
Saved in:
8
Futures hedging under mark-to-market risk
Lien, Donald
;
Li, Anlong
- In:
The journal of futures markets
23
(
2003
)
4
,
pp. 389-398
Persistent link: https://www.econbiz.de/10006821850
Saved in:
9
EXECUTIVE SUMMARIES - A One-factor Volatility Smile Model with Closed-form Solutions for European Options
Li, Anlong
- In:
European financial management : the journal of the …
5
(
1999
)
2
,
pp. 203-222
Persistent link: https://www.econbiz.de/10005962280
Saved in:
10
LIBOR-IN-ARREARS SWAPS
Li, Anlong
;
Raghavan, Vijay R.
- In:
The journal of derivatives : the official publication …
3
(
1996
)
3
,
pp. 44-48
Persistent link: https://www.econbiz.de/10007316718
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