| 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. |
| 21-Sep-1998 | The Valuation of American Barrier Options Using the Decomposition Technique | Subrahmanyam, Marti G.; Gao, Bin; Huang, Jing-zhi |
| Nov-2006 | Latent Liquidity: A New Measure of Liquidity, with an Application to Corporate Bonds | Mahanti, Sriketan; Nashikkar, Amrut; Subrahmanyam, Marti G.; Chacko, George |
| 16-Nov-2007 | Latent Liquidity and Corporate Bond Yield Spreads | Nashikkar, Amrut; Subrahmanyam, Marti G.; Mahanti, Sriketan |
| 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. |
