Narrow search
Showing 1 - 10 of 15
Cover Image
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
Cover Image
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
Cover Image
Computing the constant elasticity of variance option pricing formula
Schroder, Mark D. - In: The journal of finance : the journal of the American … 44 (1989) 1, pp. 211-219
Persistent link: https://www.econbiz.de/10001063236
Cover Image
A reduction method applicable to compound option formulas
Schroder, Mark D. - In: Management science : journal of the Institute for … 35 (1989) 7, pp. 823-827
Persistent link: https://www.econbiz.de/10001069579
Cover Image
Optimality and state pricing in constrained financial markets with recursive utility under continuous and discontinuous information
Schroder, Mark D.; Skiadas, Costis - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 199-238
Persistent link: https://www.econbiz.de/10003683215
Cover Image
Optimal debt contracts and product market competition with exit and entry
Khanna, Naveen; Schroder, Mark D. - In: Journal of economic theory 145 (2010) 1, pp. 156-188
Persistent link: https://www.econbiz.de/10003946360
Cover Image
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
Cover Image
Linked recursive preferences and optimality
Levental, Shlomo; Sinha, Sumit; Schroder, Mark D. - In: Mathematical finance : an international journal of … 26 (2016) 1, pp. 86-121
Persistent link: https://www.econbiz.de/10011550161
Cover Image
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
Cover Image
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