The following pages link to L. Sankarasubramanian (Q375244):
Displayed 5 items.
- On pricing kernels and finite-state variable Heath Jarrow Morton models (Q375245) (← links)
- (Q2760389) (← links)
- VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE (Q3125791) (← links)
- The Valuation of Path Dependent Contracts on the Average (Q4287696) (← links)
- Pricing the Quality Option In Treasury Bond Futures<sup>1</sup> (Q4345931) (← links)