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On Stochastic Dominance and De...
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Theorie
34
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Option pricing theory
17
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Ritchken, Peter
79
Ritchken, Peter H.
57
Sankarasubramanian, L.
26
Thomson, James B.
15
Fan, Rong
13
Li, Anlong
9
Sun, Zhiqiang
9
Haubrich, Joseph Gerard
8
Kuo, Shyanjaw
7
Bliss, Robert R.
6
Duan, Jin-Chuan
6
Haubrich, Joseph G.
6
Krishnan, C.N.V.
6
Li, Hantao
6
Popova, Ivilina
6
Wang, Yunzeng
6
Gupta, Anurag
5
Pennacchi, George
5
Pennacchi, George G.
5
Thomson, James
5
Babich, Volodymyr
4
Berndt, Antje
4
Chuang, Iyuan
4
Haubrich, Joseph
4
Petkova, Ralitsa
4
Kamrad, Bardia
3
Kao, Chiang
3
Krishnan, C. N. V.
3
Mathur, Kamlesh
3
McWalter, Thomas A.
3
Sankarasubramanian, L
3
Trevor, Rob
3
Backwell, Alex
2
Boenawan, Kiekie
2
Burnetas, Apostolos
2
Burnetas, Apostolos N.
2
Chen, Liang-Hsuan
2
Horng, Shi-Dai
2
Lin, Junze
2
Vijh, Anand M.
2
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Federal Reserve Bank of Cleveland
11
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3
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1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Working Paper / Federal Reserve Bank of Cleveland
9
The journal of finance : the journal of the American Finance Association
8
Federal Reserve Bank of Cleveland working paper series
7
Review of derivatives research
7
European journal of operational research : EJOR
5
Journal of Finance
5
The review of financial studies
5
European Journal of Operational Research
4
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4
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4
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4
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4
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3
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3
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3
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2
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Career Development International
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ECONIS (ZBW)
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RePEc
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28
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4
Other ZBW resources
3
EconStor
1
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101
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:
102
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:
103
Exchange traded foreign warrants
Gruca, E.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 53-66
Persistent link: https://www.econbiz.de/10001145854
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104
Empirical tests of two state-variable HJM models
Bliss, Robert R.
;
Ritchken, Peter H.
-
1995
Persistent link: https://www.econbiz.de/10000925737
Saved in:
105
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:
106
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
Saved in:
107
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
108
The changing role of banks and the changing value of deposit guarantees
Ritchken, Peter
;
Popova, Ivilina
;
Thomson, James
- In:
Advances in international banking and finance
3
(
1998
),
pp. 1-22
Persistent link: https://www.econbiz.de/10001362294
Saved in:
109
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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110
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
Saved in:
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