Peter H. Ritchken

Available identifiers

zbMath Open ritchken.peter-hMaRDI QIDQ1820658

List of research outcomes

Publication	Date of Publication	Type
On buybacks, dilutions, dividends, and the pricing of stock‐based claims	2023-09-28	Paper
Black economic empowerment regulation and risk incentives	2022-07-08	Paper
Option pricing under regime switching	2019-01-14	Paper
Minimum option prices under decreasing absolute risk aversion	2013-10-30	Paper
Interest rate option pricing with volatility humps	2013-10-30	Paper
On pricing kernels and finite-state variable Heath Jarrow Morton models	2013-10-29	Paper
Contracting with asymmetric demand information in supply chains	2012-08-16	Paper
Pricing Claims Under GARCH-Level Dependent Interest Rate Processes	2012-02-19	Paper
Option and forward contracting with asymmetric information: Valuation issues in supply chains	2009-04-08	Paper
Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options	2008-10-21	Paper
An empirical comparison of GARCH option pricing models	2007-02-14	Paper
APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING	2006-06-12	Paper
https://portal.mardi4nfdi.de/entity/Q2760389	2002-01-03	Paper
Option pricing bounds in an a α stable security market	1998-01-21	Paper
Pricing the Quality Option In Treasury Bond Futures1	1997-08-31	Paper
VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE	1997-07-20	Paper
The Valuation of Path Dependent Contracts on the Average	1994-11-01	Paper
Valuing fixed price supply contracts	1994-07-21	Paper
Multinomial Approximating Models for Options with k State Variables	1992-06-28	Paper
A binomial contingent claims model for valuing risky ventures	1991-01-01	Paper
(m,T) Group Maintenance Policies	1990-01-01	Paper
On Stochastic Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds	1989-01-01	Paper
Reliability, pricing and quality control	1987-01-01	Paper
Product Failures, Manufacturing Reliability And Quality Control: A Dynamic Framework	1987-01-01	Paper
Warranty design under buyer and seller risk aversion	1986-01-01	Paper
Contingent Claims Contracting for Purchasing Decisions in Inventory Management	1986-01-01	Paper
Optimal Replacement Policies for Irreparable Warrantied Items	1986-01-01	Paper
Warranty Policies For Non-Repairable Items Under Risk Aversion	1985-01-01	Paper
Note on the (N, T) Replacement Rule	1985-01-01	Paper
The Effect of Estimation Risk in Establishing Safety Stock Levels in an Inventory Model	1984-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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