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1.
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Pricing stock and bond options when the default-free rate is stochastic by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1989
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2.
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The cost of information and equilibrium in the capital asset market by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1980
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3.
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On the class of elliptical distributions and their applications to the theory of portfolio choice by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1983
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4.
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Non-homogeneous expectations and information in the capital asset market by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1978
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5.
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On individual loans pricing credit rationing and interest rate regulation by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1978
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