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Transmission of swap spreads and volatilities in the Japenese 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/10001725689
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A simple algorithm for optimal portfolio selection with fixed transaction costs
Patel, Nitin R.; Subrahmanyam, Marti G. - In: Management science : journal of the Institute for … 28 (1982) 3, pp. 303-314
Persistent link: https://www.econbiz.de/10002612340
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Utility theory and participation in unfair lotteries
Patel, Nitin R.; Subrahmanyam, Marti G. - In: Journal of economic theory 19 (1978) 2, pp. 555-557
Persistent link: https://www.econbiz.de/10002612351
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A multifactor spot rate model for the pricing of interest rate derivatives
Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 847-880
Persistent link: https://www.econbiz.de/10001859311
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Background risk and the demand for state-contingent claims
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - In: Economic theory : official journal of the Society for … 23 (2004) 2, pp. 321-335
Persistent link: https://www.econbiz.de/10001871174
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Intra-equilibrium and inter-equilibrium analysis in capital market theory : A clarification
Brenner, Menachem; Subrahmanyam, Marti G. - In: The journal of finance : the journal of the American … 32 (1977) 4, pp. 1313-1319
Persistent link: https://www.econbiz.de/10001951038
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Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag; Subrahmanyam, Marti G. - In: Journal of banking & finance 29 (2005) 3, pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
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The ex-dividend day behavior of option prices
Kalay, Avner; Subrahmanyam, Marti G. - In: The journal of business : B 57 (1984) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10002123113
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A simple approach to the pricing of risky assets with uncertain exchange rates
Ross, Stephen A.; Walsh, Michael M.; Subrahmanyam, Marti G. - In: Research in international business and finance 3 (1983), pp. 39-54
Persistent link: https://www.econbiz.de/10002728598
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Uncertain inflationo, exchange rates, and bond yields
Stapleton, Richard C.; Subrahmanyam, Marti G. - In: Saving, investment, and capital markets in an …, (pp. 271-287). 1982
Persistent link: https://www.econbiz.de/10002877274