| Issue Date | Title | Author(s) |
| 4-Oct-1996 | An Analytic Approach to the Valuation of American Path Dependent Options | Gao, Bin; Huang, Jing-zhi; Subrahmanyam, Marti G. |
| 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. |
| Apr-1998 | Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis | Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun |
| Mar-2000 | Credit Risk and the Pricing of Japanese Yen Interest Rate Swaps | Subrahmanyam, Marti G.; Eom, Young Ho; Uno, Jun |
| Jul-2000 | Credit Risk and the Yen Interest Rate Swap Market | Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun |
| Jul-2000 | Credit Risk and the Yen Interest Rate Swap Market | Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun |
| Jul-2001 | Credit Risk and the Yen Interest Rate Swap Market | Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun |
| 9-Jan-2012 | Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk | Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, Sarah Qian |
| Apr-1998 | An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps | Subrahmanyam, Marti G.; Gupta, Anurag |
| Feb-1999 | An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps | Gupta, Anurag; Subrahmanyam, Marti G. |
| Sep-2001 | An Examination of the Static and Dynamic Performance of Interest Rate Option Pricing Models In the Dollar Cap-Floor Markets | Gupta, Anurag; Subrahmanyam, Marti G. |
| 9-Jan-2012 | Illiquidity or credit deterioration: A study of liquidity in the US
corporate bond market during | Subrahmanyam, Marti G.; Jankowitsch, Rainer; Friewald, Nils |
| 3-Oct-2005 | Intermediation and Value Creation in an Incomplete Market: Implications for Securitization | Gaur, Vishal; Seshadri, Sridhar; Subrahmanyam, Marti G. |
| 16-Nov-2007 | Latent Liquidity and Corporate Bond Yield Spreads | Nashikkar, Amrut; Subrahmanyam, Marti G.; Mahanti, Sriketan |
| Nov-2006 | Latent Liquidity: A New Measure of Liquidity, with an Application to Corporate Bonds | Mahanti, Sriketan; Nashikkar, Amrut; Subrahmanyam, Marti G.; Chacko, George |
| 1994 | Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance Characteristics | Ho, Teng-Suan; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 20-Jun-1995 | Pricing and Hedging American Options: A Recursive Integration Method | Huang, Jing-zhi; Subrahmanyam, Marti G.; Yu, George 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. |
| 9-Jan-2012 | Private Placements to Owner-Managers: Theory and Evidence | Subrahmanyam, Marti G.; Anshuman, V. Ravi; Marisetty, Vijaya B. |
| 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. |
| 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. |
| 30-Mar-1999 | Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk | Franke, G unter; Stapleton, R.C; Subrahmanyam, 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. |
| 21-Sep-1998 | The Valuation of American Barrier Options Using the Decomposition Technique | Subrahmanyam, Marti G.; Gao, Bin; Huang, Jing-zhi |
| 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. |
| 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. |
| 2-May-2002 | When Does Strategic Debt Service Matter? | Acharya, Viral V.; Huang, Jing-zhi; Subrahmanyam, Marti G.; Sundaram, Rangarajan K. |
| 2-May-2002 | When Does Strategic Debt Service Matter? | Acharya, Viral V.; Huang, Huang; Subrahmanyam, Marti G.; Sundaram, Rangarajan K. |
| 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. |
