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Publications by Richard C. Stapleton

The Valuation of American Options With Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique

Journal of Finance

English

Long-Term Portfolio Choice Given Uncertain Personal Savings

SSRN Electronic Journal

English

Related publications

Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

Journal of Financial Economics

English

A Stochastic Approach to the Valuation of Barrier Options in Heston’s Stochastic Volatility Model

SSRN Electronic Journal

English

Real Option Problems With Stochastic Interest Rates

INFRASTRUCTURE PLANNING REVIEW

English

Bounds for Present Value Functions With Stochastic Interest Rates and Stochastic Volatility

Insurance: Mathematics and Economics

English

The Term Structure of Interest Rates as a Random Field: A Stochastic Integration Approach

English

Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies

SSRN Electronic Journal

English

A Stochastic Mesh Method for Pricing High-Dimensional American Options

Journal of Computational Finance

Applied Mathematics

Computer Science Applications

English

The Valuation of Geothermal Power Projects in Indonesia Using Real Options Valuation

MATEC Web of Conferences

Materials Science

English

The Behavior of Interest Rates

Review of Financial Studies

English