Krishna Ramaswamy

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

  • University of Pennsylvania - Finance Department

SCHOLARLY PAPERS

2

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558

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4

Scholarly Papers (2)

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1.

A Dynamic Model for the Forward Curve

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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
Choong Tze Chua, Dean P. Foster, Krishna Ramaswamy and Robert A. Stine
Singapore Management University, University of Pennsylvania - Statistics Department, University of Pennsylvania - Finance Department and University of Pennsylvania - Statistics Department
Downloads 463 (103,229)

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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

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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 95 (451,025)
Citation 5

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