Items where Author is "Stapleton, R C"

Journal Article

Huang, J and Franke, G and Stapleton, R C (2007) Two-dimensional risk neutral valuation relationships for the pricing of options. Review of Derivatives Research, 9. pp. 213-237. ISSN 1380-6645

Monograph

Stapleton, R C (1998) Some recent developments in capital market theory: a survey. Working Paper. The Department of Accounting and Finance, Lancaster University.

Subrahmanyam, M G and Stapleton, R C and Ho, T S (1997) The risk of a currency swap: a multivariate-binomial methodology. Working Paper. The Department of Accounting and Finance, Lancaster University.

Ho, T S and Stapleton, R C and Subrahmanyam, M G (1996) The valuation of american options with stochastic interest rates: a generalization of the Geske-Johnson technique. Working Paper. The Department of Accounting and Finance, Lancaster University.