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Peter Ritchken
Peter Ritchken
Professor
Verified email at case.edu
Title
Cited by
Cited by
Year
Competition and diversification effects in supply chains with supplier default risk
V Babich, AN Burnetas, PH Ritchken
Manufacturing & Service Operations Management 9 (2), 123-146, 2007
4542007
Multinomial approximating models for options with k state variables
B Kamrad, P Ritchken
Management science 37 (12), 1640-1652, 1991
4261991
Pricing options under generalized GARCH and stochastic volatility processes
P Ritchken, R Trevor
The Journal of Finance 54 (1), 377-402, 1999
3521999
VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE1
P Ritchken, L Sankarasubramanian
Mathematical finance 5 (1), 55-72, 1995
3521995
On pricing barrier options
P Ritchken
Currency derivatives: pricing theory, exotic options, and hedging …, 1995
2991995
Inflation expectations, real rates, and risk premia: Evidence from inflation swaps
J Haubrich, G Pennacchi, P Ritchken
The Review of Financial Studies 25 (5), 1588-1629, 2012
2492012
Option pricing with downward-sloping demand curves: The case of supply chain options
A Burnetas, P Ritchken
Management Science 51 (4), 566-580, 2005
2252005
On option pricing bounds
PH Ritchken
The Journal of Finance 40 (4), 1219-1233, 1985
2191985
Monitoring and controlling bank risk: Does risky debt help?
CNV Krishnan, PH Ritchken, JB Thomson
The Journal of Finance 60 (1), 343-378, 2005
1992005
Contingent claims contracting for purchasing decisions in inventory management
PH Ritchken, CS Tapiero
Operations Research 34 (6), 864-870, 1986
1921986
Option pricing under regime switching
JC Duan, I Popova, P Ritchken
Quantitative Finance 2 (2), 116, 2002
1602002
An empirical comparison of GARCH option pricing models
KC Hsieh, P Ritchken
Review of derivatives research 8 (3), 129-150, 2005
1492005
Lattice models for pricing American interest rate claims
A Li, P Ritchken, L Sankarasubramanian
The Journal of Finance 50 (2), 719-737, 1995
1341995
Approximating Garch‐Jump Models, Jump‐Diffusion Processes, And Option Pricing
JC Duan, P Ritchken, Z Sun
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
1322006
The valuation of path dependent contracts on the average
P Ritchken, L Sankarasubramanian, AM Vijh
Management Science 39 (10), 1202-1213, 1993
1301993
Correlation risk
CNV Krishnan, R Petkova, P Ritchken
Journal of Empirical Finance 16 (3), 353-367, 2009
1282009
Option bounds with finite revision opportunities
PH Ritchken, S Kuo
The Journal of Finance 43 (2), 301-308, 1988
1161988
Contracting with asymmetric demand information in supply chains
V Babich, H Li, P Ritchken, Y Wang
European Journal of Operational Research 217 (2), 333-341, 2012
1102012
Options: theory, strategy, and applications
P Ritchken
Scott Foresman & Company, 1987
1071987
Hedging in the possible presence of unspanned stochastic volatility: Evidence from swaption markets
R Fan, A Gupta, P Ritchken
The Journal of Finance 58 (5), 2219-2248, 2003
1062003
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