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Changes of numeraire for pricing futures, forwards, and options
Schroder, Mark D. - In: The review of financial studies 12 (1999) 5, pp. 1143-1163
Persistent link: https://www.econbiz.de/10001434633
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Monotonicity of the stochastic discount factor and expected option returns
Chaudhuri, Ranadeb; Schroder, Mark D. - In: The review of financial studies 28 (2015) 5, pp. 1463-1505
Persistent link: https://www.econbiz.de/10011338195
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An isomorphism between asset pricing models with and without linear habit formation
Schroder, Mark D.; Skiadas, Costis - In: The review of financial studies 15 (2002) 4, pp. 1189-1221
Persistent link: https://www.econbiz.de/10001716092
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Private information, securities lending, and asset prices
Nezafat, Mahdi; Schroder, Mark D. - In: The review of financial studies 35 (2022) 2, pp. 1009-1063
Persistent link: https://www.econbiz.de/10012878981
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An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Schroder, Mark; Skiadas, Costis - In: The review of financial studies 15 (2013) 4, pp. 1189-1188
Persistent link: https://www.econbiz.de/10010114456
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An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Schroder, Mark; Skiadas, Costis - In: The review of financial studies 15 (2002) 4, pp. 1189-1222
Persistent link: https://www.econbiz.de/10007036822
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Changes of Numeraire for Pricing Futures, Forwards, and Options
Schroder, Mark - In: The review of financial studies 12 (1999) 5, pp. 1143-1164
Persistent link: https://www.econbiz.de/10007054178