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6
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3
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31st Australasian Finance and Banking Conference 2018
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ECONIS (ZBW)
29
RePEc
11
OLC EcoSci
8
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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
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2
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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3
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
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4
A term structure model with preferences for the timing of resolution of uncertainty
Duffie, Darrell
- In:
Economic theory : official journal of the Society for …
9
(
1997
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001335757
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5
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
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6
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
Saved in:
7
Short-sale constraints, information acquisition, and asset prices
Nezafat, Mahdi
;
Schroder, Mark D.
;
Wang, Qinghai
- In:
Journal of economic theory
172
(
2017
),
pp. 273-312
Persistent link: https://www.econbiz.de/10011777061
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8
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
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9
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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10
Optimal consumption and portfolio selection with stochastic differential utility
Schroder, Mark D.
;
Skiadas, Costis
- In:
Journal of economic theory
89
(
1999
)
1
,
pp. 68-126
Persistent link: https://www.econbiz.de/10001418784
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