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On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
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The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
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Continuous-time methods in finance : a review and an assessment
Sundaresan, Suresh M. - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1569-1622
Persistent link: https://www.econbiz.de/10001505405
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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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An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options
Bühler, Wolfgang; Uhrig-Homburg, Marliese; Walter, Ulrich - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 269-305
Persistent link: https://www.econbiz.de/10001355209
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Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R. (contributor) - American Finance Association - 1999
Persistent link: https://www.econbiz.de/10001395744
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A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.; Zhuo, Xiaoyang - In: The journal of finance : the journal of the American … 77 (2022) 5, pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
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Asset pricing implications of nonconvex adjustment costs and irreversibility of investment
Cooper, Ilan - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 139-170
Persistent link: https://www.econbiz.de/10003302316
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On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre; Goldstein, Robert S.; Yang, Fan - In: The journal of finance : the journal of the American … 67 (2012) 6, pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
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The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.; Pástor, Ľuboš; Veronesi, Pietro - In: The journal of finance : the journal of the American … 71 (2016) 5, pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365