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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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2
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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3
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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4
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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5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
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