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2. Conversion risk on 19th century French consols and embedded options: A simple exercise. (2023). Vaslin, Jacques-Marie ; Ureche-Rangau, Loredana.
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3. Cheaper by the bundle: The interaction of frictions and option exercise in variable annuities. (2023). Moenig, Thorsten ; Bauer, Daniel.
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4. A study of robust portfolio optimization with European options using polyhedral uncertainty sets. (2021). Thiele, Aurelie C ; Ashrafi, Hedieh.
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5. Support of State and Local Finance under Persistent Federal Deficits. (2012). Seligman, Jason.
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6. Was the emergence of the international gold standard expected? Evidence from Indian Government securities. (2012). OOSTERLINCK, Kim ; Flandreau, Marc.
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7. Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle. (2010). Lustig, Hanno ; Longstaff, Francis ; Fleckenstein, Matthias.
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8. Multi-market trading and arbitrage. (2010). Karolyi, G. ; Gagnon, Louis .
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9. Reduced-form valuation of callable corporate bonds: Theory and evidence. (2010). LI, HAITAO ; Jarrow, Robert ; Wu, Chunchi ; Liu, Sheen.
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10. The effects of default and call risk on bond duration. (2009). Anderson, Bing ; Xie, Yan Alice ; Liu, Sheen ; Wu, Chunchi.
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11. Sequential Arbitrage Measurements and Interest Rate Envelopes. (2008). Lopez, S ; Balbas, A.
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12. How do treasury dealers manage their positions?. (2007). Rosenberg, Joshua ; Fleming, Michael.
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13. Are embedded calls valuable? Evidence from agency bonds. (2007). King, Tao-Hsien Dolly .
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14. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence.
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15. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis .
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16. Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?. (2003). Longstaff, Francis ; LIU, JUN ; Matthias, Kahl ; Longstaff Francis A., ; Jun, Liu.
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17. Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?. (2002). Longstaff, Francis ; LIU, JUN ; Kahl, Matthias .
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18. Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds. (2002). Ioffe, Ioulia D..
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19. Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it?. (2001). LIU, JUN ; Longstaff, Francis A ; Kahl, Matthias .
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20. The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices. (2001). Longstaff, Francis A..
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21. Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market. (1997). Jordan, Bradford ; Kuipers David R., .
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22. A reexamination of option values implicit in callable Treasury bonds. (1995). Jordan, Bradford ; Jorgensen Randy D., .
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