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Risk-neutral parameter shifts and derivatives pricing in discrete time
Schroder, Mark D.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
5
,
pp. 2375-2401
Persistent link: https://www.econbiz.de/10002251590
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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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3
A parity result for American options
McDonald, Robert L.
;
Schroder, Mark D.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 5-13
Persistent link: https://www.econbiz.de/10001632663
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