Multiplicative Background Risk von Franke, Gunter, Schlesinger, Harris, Stapleton, Richard C

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Risk-Taking-Neutral Background Risks von Franke, Guenter, Schlesinger, Harris, Stapleton, Richard C.

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Downside Risk Aversion and the Downside Risk Premium von Stapleton, Richard C., Zeng, Qi

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Risk taking with additive and multiplicative background risks von Franke, Guenter, Schlesinger, Harris, Stapleton, Richard C.

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Richardson extrapolation techniques for the pricing of American-style options von Chang, Chuang-Chang, Chung, San-Lin, Stapleton, Richard C.

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The Pricing of Options on Credit-Sensitive Bonds von Peterson, Sandra, Stapleton, Richard C.

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Cautiousness, Skewness Preference, and the Demand for Options von Huang, James, Stapleton, Richard

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Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk von Franke, Günter, Stapleton, Richard C., Subrahmanyam, Marti G.

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A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives von Peterson, Sandra, Stapleton, Richard C., Subrahmanyam, Marti G.

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Background Risk and the Demand for State-Contingent Claims von Franke, Guenter, Stapleton, Richard C., Subrahmanyam, Marti G.

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The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique von HO, T. S., STAPLETON, RICHARD C., SUBRAHMANYAM, MARTI G.

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The Pricing of Bermudan-Style Options on Correlated Assets von Peterson, Sandra J, Stapleton, Richard C

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A multi-factor model for the risk management of portfolios von Peterson, Sandra, Stapleton, Richard C.

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Leases, debt and taxable capacity von Adedeji, Abimbola, Stapleton, Richard C.

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Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics von Ho, Teng-Suan, Stapleton, Richard C., Subrahmanyam, Marti G.

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The valuation of American options on bonds von Ho, T.S., Stapleton, Richard C., Subrahmanyam, Marti G.

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When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel von Franke, Günter, Stapleton, Richard C., Subrahmanyam, Marti G.

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The pricing of marked to market contingent claims in a no arbitrage economy von Satchell, Stephen E., Stapleton, Richard C., Subrahmanyam, Marti G.

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Correlation risk, cross-market derivative products and portfolio performance von Ho, T. S., Stapleton, Richard C., Subrahmanyam, Marti G.

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The risk of a currency swap: a multivariate-binomial methodology von Ho, T.S., Stapleton, Richard C., Subrahmanyam, Marti G.

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