Selected Publications

Other Publications

  • Comments on 'A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate model' (with Eduardo Schwartz), The Journal of Fixed Income 3, 101-102, March 1994.
  • The Impact of Transaction Fees and Tazes on Trading volume and Market Liquidity, The Journal of Financial Engineering 2, 15-17, 1993.
  • The Benefits and costs of Dual Trading, The Journal of Financial Engineering 2, 51-54, 1993.