Author of the publication

Options on stock indices and options on futures

, , and . Journal of Banking & Finance, 13 (4-5): 773--782 (September 1989)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Options on stock indices and options on futures, , and . Journal of Banking & Finance, 13 (4-5): 773--782 (September 1989)The valuation of American barrier options using the decomposition technique, , and . Journal of Economic Dynamics and Control, 24 (11-12): 1783--1827 (October 2000)Securitization and Real Investment in Incomplete Markets., , and . Manag. Sci., 57 (12): 2180-2196 (2011)Uncertain inflation, exchange rates, and bond yields, and . Journal of Banking & Finance, 5 (1): 93--107 (March 1981)The economic determinants of interest rate option smiles, , and . Journal of Banking & Finance, 32 (5): 714--728 (May 2008)On the optimality of international capital market integration. Journal of Financial Economics, 2 (1): 3--28 (March 1975)The behavior of prices in the Nikkei spot and futures market, , and . Journal of Financial Economics, 23 (2): 363--383 (August 1989)An empirical examination of the convexity bias in the pricing of interest rate swaps, and . Journal of Financial Economics, 55 (2): 239--279 (February 2000)The valuation of American options on bonds, , and . Journal of Banking & Finance, 21 (11-12): 1487--1513 (December 1997)Pricing and hedging interest rate options: Evidence from cap-floor markets, and . Journal of Banking & Finance, 29 (3): 701--733 (March 2005)