| Issue Date | Title | Author(s) |
| 5-May-1998 | An Arbitrage-free Two-factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach | Subrahmanyam, Marti G.; Peterson, Sandra; Stapleton, Richard C. |
| 9-Jan-2012 | Background Risk and Trading in a Full-Information Rational Expectations Economy | Subrahmanyam, Marti G.; Stapleton, Richard C.; Zeng, Qi |
| Dec-1994 | Correlation Risk, Cross-Market Derivative Products, and Portfolio Performance | Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 1994 | Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance Characteristics | Ho, Teng-Suan; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 7-Feb-1997 | The Pricing of Market-to-Market Contingent Claims in a No-Arbitrage Economy | Satchell, Stephen E.; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| Dec-1994 | The Size of Background Risk and the Theory of Risk Bearing | Franke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| Jul-1995 | The Size of Background Risk and the Theory of Risk Bearing | Franke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| Feb-1998 | The Size of Background Risk and the Theory of Risk Bearing | Subrahmanyam, Marti G; Franke, Günter; Stapleton, Richard C. |
| 30-Mar-1999 | Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk | Franke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| Aug-2001 | Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk | Franke, G.; Stapleton, Richard C.; Subrahmnyam, Marti G |
| 17-Sep-1996 | Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique | Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 29-Sep-1999 | The Term Structure of Interest-Rate Future Prices | Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 14-Sep-2001 | The Term Structure of Interest-Rate Futures Prices | Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 14-Sep-2001 | The Term Structure of Interest-Rate Futures Prices. | Stapleton, Richard C.; Subrahmanyam, Marti G. |
| Aug-1996 | A Two Factor No-Arbitrage Model of the Term Structure of Interest Rates | Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 6-Nov-1996 | The Valuation of American-Style Options on Bonds | Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 8-Dec-1999 | The Valuation of American-style Swaptions in a Two-factor Spot-Futures Model1 | Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 3-Oct-2001 | The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model | Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, Marti G |
| 3-Oct-2001 | The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model | Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| Jan-1999 | When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel | Franke, Guntar; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 4-Dec-1995 | Who Buys and Sells Options: The Role and Pricing of Options in an Economy with Background Risk | Franke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 5-Sep-1996 | Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk | Franke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| Feb-1998 | Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk | Subrahmanyam, Marti G.; Franke, Günter; Stapleton, Richard C. |
| Feb-1998 | Why are Options Expensive? | Subrahmanyam, Marti G; Franke, Günter; Stapleton, Richard C. |
