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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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Credit risk and credit derivatives : special issue
Brenner, Menachem (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10001497906
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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
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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