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The analysis and valuation of interest rate options
Stapleton, Richard C. - In: Journal of banking & finance 17 (1993) 6, pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
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The valuation of American options on bonds
Ho, Teng-suan - In: Journal of banking & finance 21 (1997) 11, pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
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Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag; Subrahmanyam, Marti G. - In: Journal of banking & finance 29 (2005) 3, pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
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A tale of two prices : liquidity and asset prices in multiple markets
Chan, Justin S. P.; Hong, Dong; Subrahmanyam, Marti G. - In: Journal of banking & finance 32 (2008) 6, pp. 947-960
Persistent link: https://www.econbiz.de/10003733773
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The economic determinants of interest rate option smiles
Deuskar, Prachi; Gupta, Anurag; Subrahmanyam, Marti G. - In: Journal of banking & finance 32 (2008) 5, pp. 714-728
Persistent link: https://www.econbiz.de/10003702691