L. Sankarasubramanian

On Markovian representations of the term structure

Peter H. Ritchken, L. Sankarasubramanian, 1992 .

Lattice Models for Pricing American Interest Rate Claims

Peter H. Ritchken, Anlong Li, P. Ritchken, 1995 .

VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE1

Peter H. Ritchken, P. Ritchken, L. Sankarasubramanian, 1995 .

The Importance of Forward Rate Volatility Structures in Pricing Interest Rate-Sensitive Claims

Peter H. Ritchken, L. Sankarasubramanian, 1995 .

The valuation of path dependent contracts on the average

Peter H. Ritchken, Anand M. Vijh, L. Sankarasubramanian, 1993 .