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Ritchken, Peter
27
Sankarasubramanian, L.
7
Bliss, Robert R.
4
Fan, Rong
3
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3
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2
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The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
3
European journal of operational research : EJOR
2
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
Review of derivatives research
2
Journal of banking & finance
1
Journal of financial services research : JFSR
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 business : B
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
1
The journal of futures markets
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OLC EcoSci
ECONIS (ZBW)
146
RePEc
68
EconStor
4
USB Cologne (EcoSocSci)
4
Other ZBW resources
2
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1
Empirical Tests of Two State-Variable Heath-Jarrow Models
Bliss, Robert R.
;
Ritchken, Peter
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
3
,
pp. 452-476
Persistent link: https://www.econbiz.de/10006679153
Saved in:
2
Option-Implied Risk Aversion Estimates
Bliss, Robert R.
;
Panigirtzoglou, Nikolaos
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 407-446
Persistent link: https://www.econbiz.de/10006552677
Saved in:
3
Testing the stability of implied probability density functions
Bliss, Robert R.
;
Panigirtzoglou, Nikolaos
- In:
Journal of banking & finance
26
(
2002
)
2
,
pp. 381-422
Persistent link: https://www.econbiz.de/10005890918
Saved in:
4
Callable U.S. Treasury Bonds: Optimal Calls, Anomalies, and Implied Volatilities
Bliss, Robert R.
;
Ronn, Ehud I.
- In:
The journal of business : B
71
(
1998
)
2
,
pp. 211-252
Persistent link: https://www.econbiz.de/10007355635
Saved in:
5
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:
6
B: OPTIMAL ALLOCATION - Joint inventory-replacement policies for parallel machines
Aka, Mian
;
Gilbert, Stephen M.
;
Ritchken, Peter
- In:
Operations research, Management science : OR MS ; the …
38
(
1998
)
3
,
pp. 269-272
Persistent link: https://www.econbiz.de/10006522455
Saved in:
7
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10006554355
Saved in:
8
Minimum Option Prices Under Decreasing Absolute Risk Aversion
Mathur, Kamlesh
;
Ritchken, Peter
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10005962189
Saved in:
9
Interest Rate Option Pricing With Volatility Humps
Ritchken, Peter
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10005962193
Saved in:
10
Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options
Burnetas, Apostolos
;
Ritchken, Peter
- In:
Management science : journal of the Institute for …
51
(
2005
)
4
,
pp. 566-580
Persistent link: https://www.econbiz.de/10006078009
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