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~subject:"Option pricing theory"
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Option pricing theory
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Subrahmanyam, Marti G.
23
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6
Ho, Teng-suan
3
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3
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3
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2
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2
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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The term structure of interest rates : alternative approaches and their implications for the valuation of contingent claims
Subrahmanyam, Marti G.
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001334894
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2
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
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3
Credit risk and credit derivatives : special issue
Brenner, Menachem
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001497906
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4
The valuation of American-style swaptions in a two-factor spot-futures model
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001463939
Saved in:
5
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
Saved in:
6
Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
-
1997
Persistent link: https://www.econbiz.de/10000992592
Saved in:
7
The valuation of American options on bonds
Ho, Teng-suan
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
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8
The pricing of marked-to-market contingent claims in a no-arbitrage economy
Satchell, Stephen
- In:
Australian journal of management
22
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001256338
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9
Who buys and who sells options : the role of options in an economy with background risk
Franke, Günter
- In:
Journal of economic theory
82
(
1998
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001246473
Saved in:
10
Special issue on insurance and financial risk management
Loubergé, Henri
(
contributor
); …
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 5-141
Persistent link: https://www.econbiz.de/10001210083
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