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Getting the most out of a mandatory subordinated debt requirement
Fan, Rong; Haubrich, Joseph Gerard; Ritchken, Peter H.; … - In: Journal of financial services research : JFSR 24 (2003) 2/3, pp. 149-179
Persistent link: https://www.econbiz.de/10001850768
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Regulatory taxes, investment, and financing decisions for insured banks
Li, Anlong; Ritchken, Peter H.; Sankarasubramanian, L.; … - In: Advances in international banking and finance 2 (1996), pp. 1-30
Persistent link: https://www.econbiz.de/10001208788
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On pricing derivatives in the presence of auxiliary state variables
Lin, Junze; Ritchken, Peter H. - In: The journal of derivatives : the official publication … 14 (2006) 2, pp. 29-46
Persistent link: https://www.econbiz.de/10003400049
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Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978436
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On pricing kernels and finite-state variable health Jarrow Morton models
Pennacchi, George G. - In: Review of derivatives research 1 (1996) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10001205609
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Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong; Gupta, Anurag; Ritchken, Peter H. - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
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Minimum option prices under decreasing absolute risk aversion
Mathur, Kamlesh; Ritchken, Peter H. - In: Review of derivatives research 3 (1999) 2, pp. 135-156
Persistent link: https://www.econbiz.de/10001484569
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Interest rate option pricing with volatility humps
Ritchken, Peter H.; Chuang, Iyuan - In: Review of derivatives research 3 (1999) 3, pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
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Bond price representations and the volatility of spot interest rates
Ritchken, Peter H.; Sankarasubramanian, L. - In: Review of quantitative finance and accounting 7 (1996) 3, pp. 279-288
Persistent link: https://www.econbiz.de/10001467576
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The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H. - In: The journal of derivatives : the official publication … 3 (1995) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001219431