Narrow search
Showing 1 - 10 of 24
Cover Image
The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-Zhi; Subrahmanyam, Marti G. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Cover Image
Credit risk and credit derivatives : special issue
Brenner, Menachem (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10001497906
Cover Image
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag; Subrahmanyam, Marti G. - In: Journal of financial economics 55 (2000) 2, pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Cover Image
The analysis and valuation of interest rate options
Stapleton, Richard C.; Subrahmanyam, Marti G. - 1992
Persistent link: https://www.econbiz.de/10000838715
Cover Image
The valuation of options on portfolios
Stapleton, Richard C.; Subrahmanyam, Marti G. - 1987
Persistent link: https://www.econbiz.de/10000739174
Cover Image
The valuation of American barrier options using the decomposition technique
Gao, Bin; Huang, Jing-Zhi; Subrahmanyam, Marti G. - 1998
Persistent link: https://www.econbiz.de/10000998129
Cover Image
Options on the spot and options on futures
Brenner, Menachem - In: The journal of finance : the journal of the American … 40 (1985) 5, pp. 1303-1317
Persistent link: https://www.econbiz.de/10001007044
Cover Image
The analysis and valuation of interest rate options
Stapleton, Richard C. - In: Journal of banking & finance 17 (1993) 6, pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
Cover Image
Options on stock indices and options on futures
Brenner, Menachem - In: Journal of banking & finance 13 (1989) 4, pp. 773-782
Persistent link: https://www.econbiz.de/10001075339
Cover Image
The behavior of prices in the Nikkei spot and futures market
Brenner, Menachem - In: Journal of financial economics 23 (1989) 2, pp. 363-383
Persistent link: https://www.econbiz.de/10001076046