Items where Author is "Subrahmanyam, M G"

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.