Browsing All of EconStor by Author Ramamurtie, Sailesh
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
1996 | Pricing S&P 500 index options using a Hilbert space basis | Abken, Peter A.; Madan, Dilip B.; Ramamurtie, Sailesh |
1996 | Estimation of risk-neutral and statistical densities by Hermite polynomial approximation: with an application to Eurodollar futures options | Abken, Peter A.; Madan, Dilip B.; Ramamurtie, Sailesh |
1996 | Applying economic restrictions to foreign exchange rate dynamics: spot rates, futures, and options | Dothan, Michael; Ramamurtie, Sailesh; Ulman, Scott |