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Marketability of Assets and the Price of Risk
Stapleton, R. C.; Subrahmanyam, M. G. - In: Journal of Financial and Quantitative Analysis 14 (1979) 01, pp. 1-10
Persistent link: https://www.econbiz.de/10005140512
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The analysis and valuation of interest rate options
Stapleton, R. C.; Subrahmanyam, M. G. - In: Journal of Banking & Finance 17 (1993) 6, pp. 1079-1095
Persistent link: https://www.econbiz.de/10005201850
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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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The valuation of options on portfolios
Stapleton, Richard C.; Subrahmanyam, Marti G. - 1987
Persistent link: https://www.econbiz.de/10000739174
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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