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Computing the constant elasticity of variance option pricing formula
Schroder, Mark D. - In: The journal of finance : the journal of the American … 44 (1989) 1, pp. 211-219
Persistent link: https://www.econbiz.de/10001063236
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A reduction method applicable to compound option formulas
Schroder, Mark D. - In: Management science : journal of the Institute for … 35 (1989) 7, pp. 823-827
Persistent link: https://www.econbiz.de/10001069579
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Risk-neutral parameter shifts and derivatives pricing in discrete time
Schroder, Mark D. - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2375-2401
Persistent link: https://www.econbiz.de/10002251590
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A term structure model with preferences for the timing of resolution of uncertainty
Duffie, Darrell - In: Economic theory : official journal of the Society for … 9 (1997) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10001335757
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A parity result for American options
McDonald, Robert L.; Schroder, Mark D. - In: The journal of computational finance 1 (1998) 3, pp. 5-13
Persistent link: https://www.econbiz.de/10001632663
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Optimal consumption and portfolio selection with stochastic differential utility
Schroder, Mark D.; Skiadas, Costis - In: Journal of economic theory 89 (1999) 1, pp. 68-126
Persistent link: https://www.econbiz.de/10001418784
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An isomorphism between asset pricing models with and without linear habit formation
Schroder, Mark D.; Skiadas, Costis - In: The review of financial studies 15 (2002) 4, pp. 1189-1221
Persistent link: https://www.econbiz.de/10001716092
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Private information, securities lending, and asset prices
Nezafat, Mahdi; Schroder, Mark D. - In: The review of financial studies 35 (2022) 2, pp. 1009-1063
Persistent link: https://www.econbiz.de/10012878981
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Optimality and state pricing in constrained financial markets with recursive utility under continuous and discontinuous information
Schroder, Mark D.; Skiadas, Costis - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 199-238
Persistent link: https://www.econbiz.de/10003683215
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Optimal debt contracts and product market competition with exit and entry
Khanna, Naveen; Schroder, Mark D. - In: Journal of economic theory 145 (2010) 1, pp. 156-188
Persistent link: https://www.econbiz.de/10003946360