Issue Date | Title | Author(s) |
Dec-1994 | Correlation Risk, Cross-Market Derivative Products, and Portfolio Performance | Ho, T.S.; 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. |
Dec-1994 | The Size of Background Risk and the Theory of Risk Bearing | Franke, Gunter; 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. |
1994 | Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance Characteristics | Ho, Teng-Suan; 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. |
17-Sep-1996 | Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique | Ho, T.S.; 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. |
6-Nov-1996 | The Valuation of American-Style Options on Bonds | Ho, T.S.; 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. |