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w-MPS risk aversion and the CAPM
Boyle, Phelim P.; Ma, Chenghu - In: Theoretical economics letters 3 (2013) 6, pp. 306-316
Persistent link: https://www.econbiz.de/10010257467
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Term structure of interest rates in the presence of Lévy jumps : the HJM approach
Ma, Chenghu - In: Annals of economics and finance 4 (2003) 2, pp. 401-426
Persistent link: https://www.econbiz.de/10001930290
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Uncertainty aversion and rationality in games of perfect information
Ma, Chenghu - In: Journal of economic dynamics & control 24 (2000) 3, pp. 451-482
Persistent link: https://www.econbiz.de/10001433038
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An existence theorem of intertemporal recursive utility in the presence of Lévy jumps
Ma, Chenghu - In: Journal of mathematical economics 34 (2000) 4, pp. 509-526
Persistent link: https://www.econbiz.de/10001531836
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A discrete-time intertemporal asset pricing model : GE approach with recursive utility
Ma, Chenghu - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 249-275
Persistent link: https://www.econbiz.de/10001245920
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Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility
Ma, Chenghu - In: Journal of economic dynamics & control 23 (1998) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10001252987
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Market equilibrium with heterogeneous recursive-utility-maximizing agents
Ma, Chenghu - In: Economic theory : official journal of the Society for … 3 (1993) 2, pp. 243-266
Persistent link: https://www.econbiz.de/10001142106
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A lattice framework for option pricing with two state variables
Boyle, Phelim P. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001047159
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The quality option and timing option in futures contracts
Boyle, Phelim P. - In: The journal of finance : the journal of the American … 44 (1989) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001063255
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Risk-based capital for financial institutions
Boyle, Phelim P. - In: Financial risk in insurance, (pp. 47-61). 1995
Persistent link: https://www.econbiz.de/10001288425