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A simple nonparametric approach to derivative security valuation
Stutzer, Michael J. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
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A simple non-parametric approach to bond futures option pricing
Stutzer, Michael J.; Chowdhury, Muinul - In: The journal of fixed income 8 (1999) 4, pp. 67-76
Persistent link: https://www.econbiz.de/10001432409
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A graphical note on European put thetas
Alexander, Gordon J. - In: The journal of futures markets 16 (1996) 2, pp. 201-209
Persistent link: https://www.econbiz.de/10001198882
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Adverse selection and mutuality : the case fo the farm credit system
Smith, Bruce D. - In: Journal of financial intermediation 1 (1990) 2, pp. 125-149
Persistent link: https://www.econbiz.de/10001102554
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Variable rate loans and financed activities : the case of adjustable rate mortgages
Stutzer, Michael J. - In: Journal of urban economics 24 (1988) 1, pp. 27-37
Persistent link: https://www.econbiz.de/10001059141
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Portfolio choice with endogenous utility : a large deviations approach
Stutzer, Michael J. - In: Journal of econometrics 116 (2003) 1/2, pp. 365-386
Persistent link: https://www.econbiz.de/10001772155
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A Bayesian approach to diagnosis of asset pricing models
Stutzer, Michael J. - In: Journal of econometrics 68 (1995) 2, pp. 367-397
Persistent link: https://www.econbiz.de/10001184630
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A theory of mutual formation and moral hazard with evidence from the history of the insurance industry
Smith, Bruce D. - In: The review of financial studies 8 (1995) 2, pp. 545-577
Persistent link: https://www.econbiz.de/10001184640
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The simple analytics of observed discrimination in credit markets
Calem, Paul Seth - In: Journal of financial intermediation 4 (1995) 3, pp. 189-212
Persistent link: https://www.econbiz.de/10001186725
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Adverse selection, aggregate uncertainty, and the role for mutual insurance contracts
Smith, Bruce D. - In: The journal of business : B 63 (1990) 4, pp. 493-510
Persistent link: https://www.econbiz.de/10001097113