Concepedia
Statistics
Publications
39
Citations
7.5K
H-Index
28
Active since
1977
Affiliations
University of Houston(Current)
Queen's University
Cornell University
University of Toronto
McGill University
Stuart M. Turnbull is an author at University of Houston specializing in financial economics, business, and finance.
Publications per year
1977–2019
Pricing Derivatives on Financial Securities Subject to Credit Risk
Robert A. Jarrow, Stuart M. Turnbull · The Journal of Finance · 1995 · 2K citations
Business, Economics, Finance +17
A Markov Model for the Term Structure of Credit Risk Spreads
Robert A. Jarrow, David Lando, Stuart M. Turnbull · Review of Financial Studies · 1997 · 1.5K citations
Business, Economics, Finance +14
Pricing foreign currency options with stochastic volatility
Angelo Melino, Stuart M. Turnbull · Journal of Econometrics · 1990 · 767 citations
A Quick Algorithm for Pricing European Average Options
Stuart M. Turnbull, Lee Macdonald Wakeman · Journal of Financial and Quantitative Analysis · 1991 · 432 citations
Business, Finance, Mathematics +17
Robert A. Jarrow, Stuart M. Turnbull · The Journal of Finance · 1995 · 401 citations
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