Author of the publication

Handbooks in Operations Research and Management Science

, , and . Volume 15, chapter Chapter 13 Option Pricing: Real and Risk-Neutral Distributions, page 565--591. Elsevier, (2007)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Time nonseparability in aggregate consumption : International evidence, , and . European Economic Review, 37 (5): 897--920 (June 1993)Junior Can'T Borrow: A New Perspective On The Equity Premium Puzzle, , and . The Quarterly Journal of Economics, 117 (1): 269-296 (February 2002)Warrant exercise and bond conversion in competitive markets. Journal of Financial Economics, 13 (3): 371--397 (September 1984)Habit Formation: A Resolution of the Equity Premium Puzzle. Journal of Political Economy, 98 (3): 519 (Jan 1, 1990)doi: 10.1086/261693.Admissible uncertainty in the intertemporal asset pricing model. Journal of Financial Economics, 8 (1): 71--86 (March 1980)Optimal bond trading with personal taxes, and . Journal of Financial Economics, 13 (3): 299--335 (September 1984)Handbooks in Operations Research and Management Science, , and . Volume 15, chapter Chapter 13 Option Pricing: Real and Risk-Neutral Distributions, page 565--591. Elsevier, (2007)Macroeconomic Crises since 1870. Comments and Discussion. Brookings Papers on Economic Activity, (2008)Asset Pricing with Heterogeneous Consumers, and . Journal of Political Economy, 104 (2): 219-240 (April 1996)Habit persistence and durability in aggregate consumption: Empirical tests, and . Journal of Financial Economics, 29 (2): 199--240 (October 1991)