"On Biases in Tests of the Expectation Hypothesis of the Term Structure of Interest Rates"
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David Marshall
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Journal of Financial Economics,
1997
Type: Journal article
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"On Biases in Tests of the Expectations Hypothesis of the Term Structure of Interest Rates"
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David Marshall
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Journal of Financial Economics,
1997
Type: Journal article
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"Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time"
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Mathematics of Operations Research,
1997
Type: Journal article
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"A Theory of Trickle-Down Growth and Development"
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Philippe Aghion
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Review of Economic Studies,
1997
Type: Journal article
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"A Continuity Correction for Discrete Barrier Options"
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Shing-Gang Kou
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Mathematical Finance,
1997
Type: Journal article
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"Distributional Implications of Introducing a Broad-Based Consumption Tax"
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Tax Policy and the Economy,
1997
Type: Journal article
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"Monte Carlo Methods for Security Pricing"
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Phelim Boyle
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Journal of Economic Dynamics and Control,
1997
Type: Journal article
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"Pricing American-Style Securities Using Simulation"
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Journal of Economic Dynamics and Control,
1997
Type: Journal article
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"The Implications of First-Order Risk Aversion for Asset Market Risk Premiums"
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David Marshall
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Journal of Monetary Economics,
1997
Type: Journal article
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"The Valuation of American Options on Multiple Assets"
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Jerome Detemple
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Mathematical Finance,
1997
Type: Journal article
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