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Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott; Le, Anh - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
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Option pricing with stochastic volatility : information-time vs. calendar-time
Chang, Carolyn C. W. - In: Management science : journal of the Institute for … 42 (1996) 7, pp. 974-991
Persistent link: https://www.econbiz.de/10001204540
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Pricing a class of American and European path dependent securities
Hilliard, Jimmy E.; Kau, James B.; Keenan, Donald C.; … - In: Management science : journal of the Institute for … 41 (1995) 12, pp. 1892-1899
Persistent link: https://www.econbiz.de/10001196045
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Valuing risky projects : option pricing theory and decision analysis
Smith, James E. - In: Management science : journal of the Institute for … 41 (1995) 5, pp. 758-816
Persistent link: https://www.econbiz.de/10001183604
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Multinomial approximating models for options with k state variables
Kamrad, Bardia - In: Management science : journal of the Institute for … 37 (1991) 12, pp. 1640-1652
Persistent link: https://www.econbiz.de/10001120186
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The valuation and analysis of adjustable rate mortgages
Kau, James B. (contributor) - In: Management science : journal of the Institute for … 36 (1990) 12, pp. 1417-1431
Persistent link: https://www.econbiz.de/10001101565
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Speculation, sentiment, and interest rates
Buraschi, Andrea; Whelan, Paul - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
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Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea; Markovich, Michael; Plazzi, Alberto; … - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
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Can unspanned stochastic volatility models explain the cross section of bond volatilities?
Joslin, Scott - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1707-1726
Persistent link: https://www.econbiz.de/10011855690
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Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco; Nimark, Kristoffer P. - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4179-4203
Persistent link: https://www.econbiz.de/10012118552