Authors: RONN EI WADHWA P

Citation: Ei. Ronn et P. Wadhwa, ON THE RELATIONSHIP BETWEEN EXPECTED RETURNS AND IMPLIED VOLATILITY OF INTEREST RATE-DEPENDENT SECURITIES, Journal of portfolio management, 24(3), 1998, pp. 93

Authors: BLISS RR RONN EI

Citation: Rr. Bliss et Ei. Ronn, CALLABLE US TREASURY BONDS - OPTIMAL CALLS, ANOMALIES, AND IMPLIED VOLATILITIES, The Journal of business, 71(2), 1998, pp. 211-252

Authors: RONN EI

Citation: Ei. Ronn, EMPIRICAL TESTS OF 2 STATE-VARIABLE HEATH-JARROW-MORTON MODELS - COMMENT, Journal of money, credit and banking, 28(3), 1996, pp. 477-481

Authors: RONN EI RUBINSTEIN PD PAN FS

Citation: Ei. Ronn et al., AN ARBITRAGE-FREE ESTIMATE OF PREPAYMENT OPTION PRICES IN FIXED-RATE GNMA MORTGAGE-BACKED SECURITIES, Real estate economics, 23(1), 1995, pp. 1-20

Authors: RONN EI BLISS RR

Citation: Ei. Ronn et Rr. Bliss, A NONSTATIONARY TRINOMIAL MODEL FOR THE VALUATION OF OPTIONS ON TREASURY BOND FUTURES CONTRACTS, The journal of futures markets, 14(5), 1994, pp. 597-617

Authors: SHEIKH AM RONN EI

Citation: Am. Sheikh et Ei. Ronn, A CHARACTERIZATION OF THE DAILY AND INTRADAY BEHAVIOR OF RETURNS ON OPTIONS, The Journal of finance, 49(2), 1994, pp. 557-579