Andrew Morton

2 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8513-1960

University of Illinois at Chicago, Chicago, IL 60680, USA

Publications

• Implied volatility functions in arbitrage-free term structure models — Journal of Financial Economics 1994
• Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation — Journal of Financial and Quantitative Analysis 1990