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Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
- Published online by Cambridge University Press:
- 06 April 2009, pp. 337-358
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- June 2003
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Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 2 / June 1998
- Published online by Cambridge University Press:
- 06 April 2009, pp. 255-289
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- June 1998
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Derivative Security Markets, Market Manipulation, and Option Pricing Theory
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 29 / Issue 2 / June 1994
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- 06 April 2009, pp. 241-261
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- June 1994
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Market Manipulation, Bubbles, Corners, and Short Squeezes
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- Journal of Financial and Quantitative Analysis / Volume 27 / Issue 3 / September 1992
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- 06 April 2009, pp. 311-336
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- September 1992
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The Relevance of Fiduciary Conflict-of-Interests in Control versus Issue Proxy Contests
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- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 4 / December 1991
- Published online by Cambridge University Press:
- 06 April 2009, pp. 533-547
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- December 1991
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Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 25 / Issue 4 / December 1990
- Published online by Cambridge University Press:
- 06 April 2009, pp. 419-440
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- December 1990
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