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Disambiguation of "Turnbull, Stuart M"

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A Markov model for the term structure of credit risk spreads

, , and . Review of Financial Studies, 10 (2): 481--523 (1997)

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Stuart M Feffer

Kathi Turnbull

Niruwan Turnbull

Stuart Taylor

Stuart Fiske

 

Other publications of authors with the same name

Misspecification and the pricing and hedging of long-term foreign currency options, and . Journal of International Money and Finance, 14 (3): 373--393 (June 1995)Pricing foreign currency options with stochastic volatility, and . Journal of Econometrics, 45 (1-2): 239--265 (00 1990)The intersection of market and credit risk, and . Journal of Banking & Finance, 24 (1-2): 271--299 (January 2000)Delta, gamma and bucket hedging of interest rate derivatives, and . Applied Mathematical Finance, 1 (1): 21--48 (1994)A Markov model for the term structure of credit risk spreads, , and . Review of Financial Studies, 10 (2): 481--523 (1997)