List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| 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 Mathematical Finance | 1997-07-06 | Paper |
| Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation Econometrica | 1992-09-26 | Paper |
| Equivalent martingale measures and no-arbitrage in stochastic securities market models Stochastics and Stochastic Reports | 1990-01-01 | Paper |
| Computational experience with a dual affine variant of Karmarkar's method for linear programming Operations Research Letters | 1987-01-01 | Paper |
Research outcomes over time
This page was built for person: Andrew J. Morton
