Concepedia

Mark Schröder

MS

24

Publications

1.8K

Citations

18

H-Index

1988

Active since

Affiliations

Michigan State University(Current)

Northwestern University

Kellogg's (Canada)

Oakland University

Buffalo State University

Mark Schröder is an author at Michigan State University specializing in business, economics, and asset pricing.

Top concepts

BusinessFinanceEconomicsAsset PricingFinancial EconomicsManagementOption PricingEngineeringEconomic AnalysisFinancial Engineering

Publications per year

1988–2017

24

Publications

24

Computing the Constant Elasticity of Variance Option Pricing Formula

Mark Schröder · The Journal of Finance · 1989 · 318 citations

Numerical Analysis, Option Pricing, Asset Pricing +7

Optimal Consumption and Portfolio Selection with Stochastic Differential Utility

Mark Schröder, Costis Skiadas · Journal of Economic Theory · 1999 · 299 citations

Economics, Asset Pricing, Portfolio Selection +8

Recursive valuation of defaultable securities and the timing of resolution of uncertainty

Darrell Duffie, Mark Schröder, Costis Skiadas · The Annals of Applied Probability · 1996 · 244 citations · Full text

Empirical Finance, Market Value, Financial Mathematics +16

Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences

Mark Schröder, Costis Skiadas · Stochastic Processes and their Applications · 2003 · 112 citations

Economics, Portfolio Optimization, Financial Economics +12

A parity result for American options

Robert L. McDonald, Mark Schröder · The Journal of Computational Finance · 1998 · 98 citations

Economics, Option Pricing, Asset Pricing +11

Rows per page

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