| 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. |
| 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. |
| 20-Jun-1995 | Pricing and Hedging American Options: A Recursive Integration Method | Huang, Jing-zhi; Subrahmanyam, Marti G.; Yu, George 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. |
| 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. |
| Aug-1996 | A Two Factor No-Arbitrage Model of the Term Structure of Interest Rates | Ho, T.S.; 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. |
| Mar-2000 | Credit Risk and the Pricing of Japanese Yen Interest Rate Swaps | Subrahmanyam, Marti G.; Eom, Young Ho; Uno, Jun |
| 29-Sep-1999 | The Term Structure of Interest-Rate Future Prices | Stapleton, Richard C.; Subrahmanyam, Marti G. |
