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A theory of equivalent expecta...
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Journal of banking & finance
8
Journal of investment management : JOIM
8
Journal of Banking & Finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Financial analysts' journal : FAJ
2
International review of financial analysis
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ECONIS (ZBW)
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The Libor/SABR market models : a critical review
Nawalkha, Sanjay K.
- In:
Journal of investment management : JOIM
8
(
2010
)
3
,
pp. 93-114
Persistent link: https://www.econbiz.de/10008654893
Saved in:
2
[Rezension von: Garbade, Kenneth D., Pricing corporate securities as contingent claims]
Nawalkha, Sanjay K.
- In:
Journal of economic literature
41
(
2003
)
4
,
pp. 1297-1298
Persistent link: https://www.econbiz.de/10001992446
Saved in:
3
The duration vector : a continuous-time extension to default-free interest rate contingent claims
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
19
(
1995
)
8
,
pp. 1359-1378
Persistent link: https://www.econbiz.de/10001191466
Saved in:
4
A contingent claims analysis of the interest rate risk characteristics of corporate liabilities
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
20
(
1996
)
2
,
pp. 227-245
Persistent link: https://www.econbiz.de/10001195185
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5
A multibeta representation theorem for linear asset pricing theories
Nawalkha, Sanjay K.
- In:
Journal of financial economics
46
(
1997
)
3
,
pp. 357-381
Persistent link: https://www.econbiz.de/10001231519
Saved in:
6
Face value convergence for stochastic bond price processes : a note on Merton's partial equilibrium option pricing model
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
19
(
1995
)
1
,
pp. 153-164
Persistent link: https://www.econbiz.de/10001181869
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7
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
8
A simple approach to pricing American options under the Heston stochastic volatility model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
9
Simple formulas for financial analysts for pricing zero-dividend and positive-dividend stocks
Nawalkha, Sanjay K.
;
Luca, J. Alberto de
;
Soto, Gloria M.
- In:
Investment management and financial innovations
8
(
2011
)
1
,
pp. 157-167
Persistent link: https://www.econbiz.de/10009153805
Saved in:
10
Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10009411156
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