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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
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The term structure of interest-rate futures prices
Stapleton, Richard C.; Subrahmanyam, Marti G. - 1999
Persistent link: https://www.econbiz.de/10001463940
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Multivariate binomial approximation for variables with arbitrary and covariance characteristics
Ho, Teng-suan; Stapleton, Richard C.; Subrahmanyam, Marti G. - 1992
Persistent link: https://www.econbiz.de/10000838710
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Idiosyncratic risk, sharing rules and the theory o risk bearing
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - 1992
Persistent link: https://www.econbiz.de/10000838714
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The analysis and valuation of interest rate options
Stapleton, Richard C.; Subrahmanyam, Marti G. - 1992
Persistent link: https://www.econbiz.de/10000838715
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Idiosyncratic risk, sharing rules and the theory of risk bearing
Franke, Günter - 1992
Persistent link: https://www.econbiz.de/10000839017
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Risk aversion and the intertemporal behaviour of asset prices
Stapleton, Richard C.; Subrahmanyam, Marti G. - 1988
Persistent link: https://www.econbiz.de/10000776807
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Idiosyncratic risk, sharing rules and the theory of risk bearing
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - 1993 - Current rev.: December 1992
Persistent link: https://www.econbiz.de/10000855528
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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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When are options overpriced? : The Black-Scholes model and alternative characterisations of the pricing kernel
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - 1999
Persistent link: https://www.econbiz.de/10001378686