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Другие публикации лиц с тем же именем

Arbitrage in Stock Index Futures, и . Journal of Business, (1990)Investment Under Uncertainty in Information Technology: Acquisition and Development Projects, и . Management Science, 49 (1): 57--70 (января 2003)The valuation of warrants: Implementing a new approach. Journal of Financial Economics, 4 (1): 79--93 (января 1977)Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market, , и . Journal of Financial Economics, 62 (1): 39--66 (октября 2001)Prepayment, Default, and the Valuation of Mortgage Pass-Through Securities, и . The Journal of Business, 65 (2): 221--239 (1992)A continuous time approach to the pricing of bonds, и . Journal of Banking & Finance, 3 (2): 133--155 (июля 1979)The pricing of equity-linked life insurance policies with an asset value guarantee, и . Journal of Financial Economics, 3 (3): 195--213 (июня 1976)Strategic asset allocation, , и . Journal of Economic Dynamics and Control, 21 (8-9): 1377--1403 (29.06.1997)Savings bonds, retractable bonds and callable bonds, и . Journal of Financial Economics, 5 (1): 67--88 (августа 1977)The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach, , и . Journal of Economic Dynamics and Control, 27 (6): 937--969 (апреля 2003)