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Arbitrage-based estimation of nonstationary shifts in the term structure of interest rates
Bliss, Robert R. - In: The journal of finance : the journal of the American … 44 (1989) 3, pp. 591-610
Persistent link: https://www.econbiz.de/10001072886
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Option-implied risk aversion estimates
Bliss, Robert R.; Panigirtzoglou, Nikolaos - In: The journal of finance : the journal of the American … 59 (2004) 1, pp. 407-446
Persistent link: https://www.econbiz.de/10001932564
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Option-Implied Risk Aversion Estimates
Bliss, Robert R.; Panigirtzoglou, Nikolaos - In: The journal of finance : the journal of the American … 59 (2004) 1, pp. 407-446
Persistent link: https://www.econbiz.de/10006552677
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Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter; Trevor, Rob - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
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Lattice models for pricing American interest rate claims
Li, Anlong - In: The journal of finance : the journal of the American … 50 (1995) 2, pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
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On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
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Option bounds with finite revision opportunities
Ritchken, Peter H. - In: The journal of finance : the journal of the American … 43 (1988) 2, pp. 301-308
Persistent link: https://www.econbiz.de/10001059368
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Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong; Gupta, Anurag; Ritchken, Peter H. - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
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Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets
Fan, Rong; Gupta, Anurag; Ritchken, Peter - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2219-2248
Persistent link: https://www.econbiz.de/10006554355
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Lattice Models for Pricing American Interest Rate Claims
Li, Anlong; Ritchken, Peter; Sankarasi, L.; … - In: The journal of finance : the journal of the American … 50 (1995) 2, pp. 719-738
Persistent link: https://www.econbiz.de/10007334607