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2002 Journal Article How to value interest rate derivatives in a no-arbitrage settingTreepongkaruna, S. and Gray, S. F. (2002). How to value interest rate derivatives in a no-arbitrage setting. Accounting Research Journal, 15 (1), 39-57. |
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2001 Journal Article A framework for valuing derivative securitiesGray, P. and Gray, S. F. (2001). A framework for valuing derivative securities. Financial Markets, Institutions & Instruments, 10 (5), 253-276. doi: 10.1111/1468-0416.00047 |
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2001 Journal Article Option pricing: A synthesis of alternate valuation approachesGray, P. and Gray, S. F. (2001). Option pricing: A synthesis of alternate valuation approaches. Accounting Research Journal, 14 (1), 75-83. |
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2000 Journal Article Regime-switching and interest rates in the European monetary systemDahlquist, Magnus and Gray, Stephen F. (2000). Regime-switching and interest rates in the European monetary system. Journal of International Economics, 50 (2), 399-419. doi: 10.1016/S0022-1996(99)00005-7 |
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2000 Journal Article Regime switching in foreign exchange rates: Evidence from currency option pricesBollen, Nicolas P. B., Gray, Stephen F. and Whaley, Robert E. (2000). Regime switching in foreign exchange rates: Evidence from currency option prices. Journal of Econometrics, 94 (1-2), 239-276. doi: 10.1016/S0304-4076(99)00022-6 |
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1999 Journal Article Reset put options: Valuation, risk characteristics, and an applicationGray, S. F. and Whaley, R. E. (1999). Reset put options: Valuation, risk characteristics, and an application. Australian Journal of Management, 24 (1), 1-20. doi: 10.1177/031289629902400101 |
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1998 Journal Article Target zones and exchange rates:: An empirical investigationBekaert, Geert and Gray, Stephen F. (1998). Target zones and exchange rates:: An empirical investigation. Journal of International Economics, 45 (1), 1-35. doi: 10.1016/S0022-1996(97)00034-2 |
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1997 Journal Article Valuing S&P 500 bear market warrants with a periodic resetGray, Stephen F. and Whaley, Robert E. (1997). Valuing S&P 500 bear market warrants with a periodic reset. Journal of Derivatives, 5 (1), 99-106. doi: 10.3905/jod.1997.407987 |
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1996 Journal Article Modeling the conditional distribution of interest rates as a regime-switching processGray, Stephen F. (1996). Modeling the conditional distribution of interest rates as a regime-switching process. Journal of Financial Economics, 42 (1), 27-62. doi: 10.1016/0304-405x(96)00875-6 |
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1995 Journal Article The efficiency of Australian football betting marketsBrailsford, T. J., Easton, S. A., Gray, P. K. and Gray, S. F. (1995). The efficiency of Australian football betting markets. Australian Journal of Management, 20 (2), 167-196. |
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1989 Journal Article Put Call Parity: An Extension of Boundary ConditionsGray S.F. (1989). Put Call Parity: An Extension of Boundary Conditions. Australian Journal of Management, 14 (2), 151-169. doi: 10.1177/031289628901400203 |
