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Who Buys and Who Sells Options...
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Subrahmanyam, Marti G.
23
Stapleton, Richard C.
16
Ho, T.S.
4
Franke, Guenter
3
Gupta, Anurag
3
Chan, Justin S.P.
2
Deuskar, Prachi
2
Eom, Young Ho
2
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2
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2
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2
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2
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2
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2
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Journal of banking & finance
8
Review of derivatives research
3
European financial management : the journal of the European Financial Management Association
2
Journal of economic theory
2
Journal of financial economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of fixed income
2
The review of financial studies
2
Australian journal of management
1
Economic theory
1
Financial analysts' journal : FAJ
1
Journal of economic literature
1
Journal of financial and quantitative analysis : JFQA
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
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OLC EcoSci
ECONIS (ZBW)
544
RePEc
77
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30
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7
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4
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1
Background risk and the demand for state-contingent claims
Franke, Guenter
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
Economic theory
23
(
2004
)
2
,
pp. 321-336
Persistent link: https://www.econbiz.de/10007155862
Saved in:
2
Risk taking with additive and multiplicative background risks
Franke, Guenter
;
Schlesinger, Harris
;
Stapleton, Richard C.
- In:
Journal of economic theory
146
(
2011
)
4
,
pp. 1547-1569
Persistent link: https://www.econbiz.de/10009178700
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique
Ho, T.S.
;
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
Persistent link: https://www.econbiz.de/10007372810
Saved in:
8
Papers - 1 - The Pricing of Marked-to-Market Contingent Claims in a No-Arbitrage Economy
Satchell, Stephen E.
;
Stapleton, Richard C.
; …
- In:
Australian journal of management
22
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10006995164
Saved in:
9
Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
Journal of economic theory
82
(
1998
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10007693078
Saved in:
10
Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics
Ho, Teng-Suan
;
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1125-1152
Persistent link: https://www.econbiz.de/10007336420
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