Research graph
References from Approximating payoffs and pricing formulas. Local targets link to admitted publications; unresolved targets remain external evidence.
Unresolved reference
External reference
A complete analysis of full Pareto efficiency in financial markets for arbitrary preferences
10.2307/2328405 · 1985 · External reference
No arbitrage and arbitrage pricing: a new approach
10.2307/2329037 · 1993 · External reference
A new approach to international arbitrage pricing
10.2307/2329065 · 1993 · External reference
Approximating the asset pricing kernel
10.2307/2329440 · 1997 · External reference
Unresolved reference
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Unresolved reference
1980 · External reference
Unresolved reference
1988 · External reference
Testing for embeddability by stationary reversible continuous-time Markov processes
10.1017/s0266466698146029 · 1998 · External reference
Assessing specification errors in stochastic discount factor models
10.2307/2329490 · 1997 · External reference
Back to the future: generating moment implications for continuous time Markov processes
10.2307/2171800 · 1995 · External reference
10.1016/s0304-4076(97)00107-3 · 1998 · Admitted local publication
Unresolved reference
1990 · External reference
An exact bond option formula
10.2307/2328284 · 1989 · External reference
Efficient funds in a financial market with options: a new irrelevant proposition
10.2307/2327527 · 1981 · External reference
Market resolution and valuation in incomplete markets
1984 · External reference
Wiener chaos: a new approach to option hedging
10.1111/j.1467-9965.1996.tb00077.x · 1996 · External reference
Contingent claims valued and hedged by pricing and investing in a basis
10.1111/j.1467-9965.1994.tb00093.x · 1994 · External reference
Unresolved reference
1990 · External reference
An equilibrium characterization of the term structure
10.1016/0304-405x(77)90016-2 · 1977 · External reference
10.1090/psapm/016/0161375
10.1090/psapm/016/0161375 · External reference
