| Issue Date | Title | Author(s) |
| 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. |
| 16-Nov-2007 | Latent Liquidity and Corporate Bond Yield Spreads | Nashikkar, Amrut; Subrahmanyam, Marti G.; Mahanti, Sriketan |
| 2-May-2002 | When Does Strategic Debt Service Matter? | Acharya, Viral V.; Huang, Huang; Subrahmanyam, Marti G.; Sundaram, Rangarajan K. |
| Apr-1998 | An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps | Subrahmanyam, Marti G.; Gupta, Anurag |
| 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. |
| 6-Nov-1996 | The Valuation of American-Style Options on Bonds | Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 4-Oct-1996 | An Analytic Approach to the Valuation of American Path Dependent Options | Gao, Bin; Huang, Jing-zhi; 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. |
| 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. |
