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Results: 2
ON FINITE STATE-DIMENSIONAL MARKOVIAN REPRESENTATIONS OF TERM STRUCTURE
Authors: RITCHKEN P SANKARASUBRAMANIAN L
Citation: P. Ritchken et L. Sankarasubramanian, ON FINITE STATE-DIMENSIONAL MARKOVIAN REPRESENTATIONS OF TERM STRUCTURE, The Journal of finance, 49(3), 1994, pp. 1093-1094
THE VALUATION OF PATH DEPENDENT CONTRACTS ON THE AVERAGE
Authors: RITCHKEN P SANKARASUBRAMANIAN L VIJH AM
Citation: P. Ritchken et al., THE VALUATION OF PATH DEPENDENT CONTRACTS ON THE AVERAGE, Management science, 39(10), 1993, pp. 1202-1213
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