Krishna Ramaswamy

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

2

DOWNLOADS

529

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (2)

A Dynamic Model for the Forward Curve

The Rodney L. White Center for Financial Research Working Paper No. 34-05
Number of pages: 61 Posted: 11 Nov 2005
Singapore Management University, University of Pennsylvania - Statistics Department, University of Pennsylvania - Finance Department and University of Pennsylvania - Statistics Department
Downloads 450 (90,165)

Abstract:

Loading...

A Dynamic Model for the Forward Curve

The Review of Financial Studies, Vol. 21, Issue 1, pp. 265-310, 2008
Posted: 26 Jun 2008
Choong Tze Chua, Dean P. Foster and Krishna Ramaswamy
Singapore Management University, University of Pennsylvania - Statistics Department and University of Pennsylvania - Finance Department

Abstract:

Loading...

2.

The Benefits of Volume-Conditional Order-Crossing

Number of pages: 41 Posted: 16 Aug 2006
Dean P. Foster, Simon Gervais and Krishna Ramaswamy
University of Pennsylvania - Statistics Department, Duke University - Fuqua School of Business and University of Pennsylvania - Finance Department
Downloads 79 (418,624)
Citation 5

Abstract:

Loading...