L. Sankarasubramanian

Available identifiers

zbMath Open sankarasubramanian.lMaRDI QIDQ375244

List of research outcomes

Publication	Date of Publication	Type
On pricing kernels and finite-state variable Heath Jarrow Morton models	2013-10-29	Paper
Volatibiliy structures of forward rates and the dynamics of the term structure.	2002-01-03	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

Research outcomes over time

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