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Ritchken, Peter
27
Sankarasubramanian, L.
7
Fan, Rong
3
Krishnan, C.N.V.
3
Gupta, Anurag
2
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2
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The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
European journal of operational research : EJOR
2
Journal of empirical finance
2
Journal of money, credit and banking : JMCB
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of derivatives research
2
Journal of financial services research : JFSR
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research, Management science : OR MS ; the international literature digest
1
Review of quantitative finance and accounting
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
1
The journal of futures markets
1
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OLC EcoSci
ECONIS (ZBW)
67
RePEc
44
USB Cologne (EcoSocSci)
4
Other ZBW resources
2
EconStor
1
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1
SHORTER PAPERS - 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/10007344319
Saved in:
2
On Credit-Spread Slopes and Predicting Bank Risk
Krishnan, C.N.V.
;
Ritchken, Peter
;
Thomson, J.B.
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
6
,
pp. 1545-1574
Persistent link: https://www.econbiz.de/10007302447
Saved in:
3
THE IMPORTANCE OF FORWARD RATE VOLATILITY STRUCTURES IN PRICING INTEREST RATE-SENSITIVE CLAIMS
Ritchken, Peter
;
Sankarasubramanian, L.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10007331313
Saved in:
4
A Multifactor Model of the Quality Option in Treasury Futures Contracts
Ritchken, Peter
;
Sankarasubramanian, L.
- In:
The journal of financial research : a publ. of the …
18
(
1995
)
3
,
pp. 261-280
Persistent link: https://www.econbiz.de/10007331552
Saved in:
5
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
Saved in:
6
ON PRICING BARRIER OPTIONS
Ritchken, Peter
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 19-28
Persistent link: https://www.econbiz.de/10007336479
Saved in:
7
On Pricing Derivatives in the Presence of Auxiliary State Variables
Lin, Junze
;
Ritchken, Peter
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10007392607
Saved in:
8
ON BOUNDING OPTION PRICES IN PARETIAN STABLE MARKETS
Popova, Ivilina
;
Ritchken, Peter
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10007355702
Saved in:
9
Minimum Option Prices Under Decreasing Absolute Risk Aversion
Mathur, Kamlesh
;
Ritchken, Peter
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10005962189
Saved in:
10
Interest Rate Option Pricing With Volatility Humps
Ritchken, Peter
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10005962193
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