haku: @author Subrahmanyam, M. G. / yhteensä: 12
viitteet: 1-10 / 12
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1.
An empirical examination of the convexity bias in the pricing of interest rate swaps
Journal of Financial Economics
2000 : FEB, VOL. 55:2, p. 239-279
 2000 Gupta, A.
Subrahmanyam, M. G.
2.
When are options overpriced? The Black-Scholes model and alternative characterisations of the pricing kernal
European Finance Review
1999 : VOL. 3:1, p. 79-102
 1999 Franke, G.
Stapleton, R. C.
Subrahmanyam, M. G.
3.
Who buys and who sells options: The role of options in an economy with background risk
Journal of Economic Theory
1998 : SEP, VOL. 82:1, p. 89-109
 1998 Franke, G.
Stapleton, R. C.
Subrahmanyam, M. G.
4.
Arbitrage opportunities in the Japanese stock and futures markets.
Financial Analysts' Journal
1990 : MAR/APR, VOL. 46:2, p. 14-24
 1990 Brenner, M.
Subrahmanyam, M. G.
Uno, J.
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.
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