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