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A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives
Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 847-880
Persistent link: https://www.econbiz.de/10006693968
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EXECUTIVE SUMMARIES - A Multi-factor Model for the Risk Management of Portfolios
Peterson, Sandra; Stapleton, Richard C. - In: European financial management : the journal of the … 5 (1999) 2, pp. 223-240
Persistent link: https://www.econbiz.de/10005962279
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The valuation of American options on bonds
Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. - In: Journal of banking & finance 21 (1997) 11-12, pp. 1487-1514
Persistent link: https://www.econbiz.de/10005903573
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Editor's Introduction
Stapleton, Richard C. - In: Journal of banking & finance 18 (1994) 5, pp. 807-808
Persistent link: https://www.econbiz.de/10005913924
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The Risk of a Currency Swap: A Multivariate-Bionomial Methodology
Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. - In: European financial management : the journal of the … 4 (1998) 1, pp. 9-28
Persistent link: https://www.econbiz.de/10005971573
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Multiplicative Background Risk
Franke, Gnter; Schlesinger, Harris; Stapleton, Richard C. - In: Management science : journal of the Institute for … 52 (2006) 1, pp. 146-153
Persistent link: https://www.econbiz.de/10006075515
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A SIMPLE TECHNIQUE FOR THE VALUATION AND HEDGING OF AMERICAN OPTIONS
Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. - In: The journal of derivatives : the official publication … 2 (1994) 1, pp. 52-66
Persistent link: https://www.econbiz.de/10006002339
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The Pricing of Bermudan-Style Options on Correlated Assets
Peterson, Sandra J.; Stapleton, Richard C. - In: Review of derivatives research 5 (2002) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10005941029
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The Pricing of Bermudan-Style Options on Correlated Assets
Peterson, Sandra J.; Stapleton, Richard C. - In: Review of derivatives research 5 (2001) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10005945405
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Richardson extrapolation techniques for the pricing of American-style options
Chang, Chuang-Chang; Chung, San-Lin; Stapleton, Richard C. - In: The journal of futures markets 27 (2007) 8, pp. 791
Persistent link: https://www.econbiz.de/10007748536