Andrew J. Morton

Available identifiers

zbMath Open morton.andrew-jMaRDI QIDQ1092807

List of research outcomes

Publication	Date of Publication	Type
Bond pricing and the term structure of interest rates: a new methodology for contingent claims valuation.	2002-01-03	Paper
Implied volatility functions in arbitrage-free term structure models.	2002-01-03	Paper
OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS	1997-07-06	Paper
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation	1992-09-26	Paper
Equivalent martingale measures and no-arbitrage in stochastic securities market models	1990-01-01	Paper
Computational experience with a dual affine variant of Karmarkar's method for linear programming	1987-01-01	Paper

Research outcomes over time

This page was built for person: Andrew J. Morton