search query: @author Subrahmanyam, M. G. / total: 12
references: 5-12 / 12
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5.
The behavior of prices in the Nikkei spot and futures market.
Journal of Financial Economics
1989 : AUG, VOL. 23:2, p. 363-383
 1989 Brenner, M.
Subrahmanyam, M. G.
Uno, J.
6.
The valuation of options when asset returns are generated by a binomial process.
Journal of Finance
1984 : DEC, VOL. 39:5, p. 1525-1539
 1984 Stapleton, R. C.
Subrahmanyam, M. G.
7.
The ex-dividend day behavior of option prices.
Journal of Business
1984 : JAN, VOL. 57:1, part 1, p. 113-128
 1984 Klay, A.
Subrahmanyam, M. G.
8.
The valuation of multivariate contingent claims in discrete time models.
Journal of Finance
1984 : MAR, VOL. 39:1, p. 207-228
 1984 Stapleton, R. C.
Subrahmanyam, M. G.
9.
Notes on multiperiod valuation and the pricing of options : a comment.
Journal of Finance
1984 : MAR, VOL. 39:1, p. 303-308
 1984 Stapleton, R. C.
Subrahmanyam, M. G.
10.
The market model and capital asset pricing theory : a note.
Journal of Finance
1983 : DEC, VOL. 38:5, p. 1637-1642
 1983 Stapleton, R. C.
Subrahmanyam, M. G.
11.
A simple algorithm for optimal portfolio selection with fixed transaction costs.
Management Science
1982 : MAR, VOL. 28:3, p. 303-314
 1982 Patel, N. R.
Subrahmanyam, M. G.
12.
Marketability of assets and the price of risk.
Journal of Financial and Quantitative Analysis
1979 : MAR, VOL. 14:1, p. 1-10
 1979 Stapleton, R. C.
Subrahmanyam, M. G.
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