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Results 1-10 of 16

Issue DateTitleAuthor(s)
4-Dec-1995Who Buys and Sells Options: The Role and Pricing of Options in an Economy with Background RiskFranke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
6-Nov-1996The Valuation of American-Style Options on BondsHo, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.
5-Sep-1996Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background RiskFranke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
17-Sep-1996Stochastic Interest Rates: A Generalization of the Geske-Johnson TechniqueHo, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.
5-May-1998An Arbitrage-free Two-factor Model of the Term Structure of Interest Rates: A Multivariate Binomial ApproachSubrahmanyam, Marti G.; Peterson, Sandra; Stapleton, Richard C.
Feb-1998Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background RiskSubrahmanyam, Marti G.; Franke, Günter; Stapleton, Richard C.
1994Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance CharacteristicsHo, Teng-Suan; Stapleton, Richard C.; Subrahmanyam, Marti G.
Dec-1994The Size of Background Risk and the Theory of Risk BearingFranke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
Dec-1994Correlation Risk, Cross-Market Derivative Products, and Portfolio PerformanceHo, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.
Aug-1996A Two Factor No-Arbitrage Model of the Term Structure of Interest RatesHo, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.