Research Abstracts and Citations Search Results

387 results returned.

Title Author(s) Publication Information
"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