Prepayment and the Valuation of Mortgage-Backed Securities
On Jumps in Common Stock Prices and Their Impact on Call Option Pricing
Valuing Commercial Mortgages: An Empirical Investigation of the Contingent-Claims Approach to Pricing Risky Debt
A Simplified Jump Process for Common Stock Returns
An Empirical Investigation of U.S. Firms in Reorganization
On Predicting Stock Returns with Nearly Integrated Explanatory Variables
A Comparison of US, UK, and German Insolvency Codes
Prepayment, Default, and the Valuation of Mortgage Pass-Through Securities
Do industries lead stock markets? ARTICLE IN PRESS
Simple and reliable enumeration of micronucleated reticulocytes with a single-laser flow cytometer.