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The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique
Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. - In: The journal of finance : the journal of the American … 52 (1997) 2
Persistent link: https://www.econbiz.de/10007372810
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TRANSMISSION OF SWAP SPREADS AND VOLATILITIES IN THE JAPANESE SWAP MARKET
Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - In: The journal of fixed income 12 (2002) 1, pp. 6-28
Persistent link: https://www.econbiz.de/10007165967
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Pricing and Hedging American Options: A Recursive Integration Method
Huang, Jing-zhi; Subrahmanyam, Marti G.; Yu, G.George - In: The review of financial studies 9 (1996) 1, pp. 277-300
Persistent link: https://www.econbiz.de/10007314673
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Papers - 1 - The Pricing of Marked-to-Market Contingent Claims in a No-Arbitrage Economy
Satchell, Stephen E.; Stapleton, Richard C.; … - In: Australian journal of management 22 (1997) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10006995164
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The structure and formation of business groups: Evidence from Korean chaebols
Almeida, Heitor; Park, Sang Yong; Subrahmanyam, Marti G.; … - In: Journal of financial economics 99 (2011) 2, pp. 447-476
Persistent link: https://www.econbiz.de/10008770482
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A tale of two prices: Liquidity and asset prices in multiple markets
Chan, Justin S.P.; Hong, Dong; Subrahmanyam, Marti G. - In: Journal of banking & finance 32 (2008) 6, pp. 947-961
Persistent link: https://www.econbiz.de/10008883935
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The economic determinants of interest rate option smiles
Deuskar, Prachi; Gupta, Anurag; Subrahmanyam, Marti G. - In: Journal of banking & finance 32 (2008) 5, pp. 714-729
Persistent link: https://www.econbiz.de/10008883954
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Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - In: Journal of economic theory 82 (1998) 1, pp. 89-109
Persistent link: https://www.econbiz.de/10007693078
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When does strategic debt service matter?
Acharya, Viral V.; Huang, Jing-Zhi; Subrahmanyam, Marti G. - 2002
Persistent link: https://www.econbiz.de/10001710110
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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, … - In: European finance review : the official journal of the … 3 (1999) 1, pp. 79-102
Persistent link: https://www.econbiz.de/10001653159