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Ritchken, Peter
79
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51
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26
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15
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13
Fan, Rong
11
Li, Anlong
9
Sun, Zhiqiang
8
Haubrich, Joseph G.
6
Krishnan, C.N.V.
6
Li, Hantao
6
Popova, Ivilina
6
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6
Bliss, Robert R.
5
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5
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Berndt, Antje
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4
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3
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3
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Sankarasubramanian, L
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5
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4
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61
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
Saved in:
62
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
Saved in:
63
On valuing complex interest rate claims
Ritchken, Peter H.
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 443-455
Persistent link: https://www.econbiz.de/10001094588
Saved in:
64
Averaging and deferred payment yield agreements
Ritchken, Peter H.
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10001136843
Saved in:
65
Pricing the quality option in treasury bond futures
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
3
,
pp. 197-214
Persistent link: https://www.econbiz.de/10001143990
Saved in:
66
Multinomial approximating models for options with k state variables
Kamrad, Bardia
- In:
Management science : journal of the Institute for …
37
(
1991
)
12
,
pp. 1640-1652
Persistent link: https://www.econbiz.de/10001120186
Saved in:
67
Inflation expectations, real rates, and risk premia : evidence from inflation swaps
Haubrich, Joseph Gerard
;
Pennacchi, George G.
; …
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1588-1629
Persistent link: https://www.econbiz.de/10009536409
Saved in:
68
On buybacks, dilutions, dividends, and the pricing of stock-based claims
Backwell, Alex
;
McWalter, Thomas A.
;
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 273-308
Persistent link: https://www.econbiz.de/10012815957
Saved in:
69
A MULTIFACTOR MODEL OF THE QUALITY OPTION IN TREASURY FUTURES CONTRACTS
Ritchken, Peter
;
Sankarasubramanian, L.
- In:
Journal of Financial Research
18
(
1995
)
3
,
pp. 261-279
Persistent link: https://www.econbiz.de/10010889232
Saved in:
70
Portfolio risk management : a computer simulation for stock and options
Getts, Gregory B.
;
Ritchken, Peter
;
Salkin, Harvey M.
-
1989
Persistent link: https://www.econbiz.de/10004122564
Saved in:
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