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Pearson, Neil D.
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Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
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2
The numeraire portfolio
Long, John B.
- In:
Journal of financial economics
26
(
1990
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10001100939
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3
Sectoral v[ersu]s aggregate shocks in the business cycle
Long, John B.
- In:
The American economic review
77
(
1987
)
2
,
pp. 333-336
Persistent link: https://www.econbiz.de/10001026443
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4
Real business cycles after three decades : a panel discussion
Prescott, Edward C.
;
Kydland, Finn E.
;
Plosser, Charles I.
- In:
Macroeconomic dynamics
19
(
2015
)
2
,
pp. 425-445
Persistent link: https://www.econbiz.de/10011308639
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5
Implementing Fischer Black's simple discounting rule
Loderer, Claudio
;
Long, John B.
;
Roth, Lukas
- In:
Journal of applied corporate finance : JACF
22
(
2010
)
2
,
pp. 60-68
Persistent link: https://www.econbiz.de/10008747842
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6
An efficient approach for pricing spread options
Pearson, Neil D.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 76-91
Persistent link: https://www.econbiz.de/10001219429
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7
Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua
- In:
Journal of economic theory
54
(
1991
)
2
,
pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
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8
Differential interpretation of public signals and trade in speculative markets
Kandel, Eugene
- In:
Journal of political economy
103
(
1995
)
4
,
pp. 831-872
Persistent link: https://www.econbiz.de/10001185495
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9
Open-end mutual funds and capital-gains taxes
Barclay, Michael J.
- In:
Journal of financial economics
49
(
1998
)
1
,
pp. 3-43
Persistent link: https://www.econbiz.de/10001244934
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10
Exploiting the conditional density in estimating the term structure : an application to the Cox, Ingersoll, and Ross model
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
4
,
pp. 1279-1304
Persistent link: https://www.econbiz.de/10001171966
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