Research Abstracts and Citations
| Title | Author(s) | Publication Information | |
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The Chazen Web Journal of International Business, 2008 Type: Web-only article |
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Journal of Finance, 2009 Type: Journal article |
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Journal of Economic Literature, 1988 Type: Book review |
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"A binomial lattice method for pricing corporate debt and modeling Chapter 11 proceedings" |
Journal of Financial and Quantitative Analysis, 2007 Type: Journal article |
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"A Comparative Study of Structural Models of Corporate Bond Yields: An Exploratory Investigation" |
Journal of Banking and Finance, 2000 Type: Journal article |
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Journal of Empirical Finance, 1994 Type: Journal article |
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Mathematical Finance, 1997 Type: Journal article |
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"A Continuous Time Equilibrium Model of Forward Prices and Futures Prices in a Multigood Economy" |
Journal of Financial Economics, 1981 Type: Journal article |
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"A Double-Exponential Fast Gauss Transform for Pricing Discrete Path-Dependent Options" |
Operations Research, 2005 Type: Journal article |
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Journal of Economic Theory, 2010 Type: Journal article |