Concepedia

Frank Milne

FM

31

Publications

1.8K

Citations

19

H-Index

1974

Active since

Affiliations

Queen's University(Current)

Australian National University

University of Maryland, College Park

University of Toronto

University of Birmingham

Frank Milne is an author at Queen's University specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingFinancial EconomicsManagementEconomic AnalysisOption PricingEngineeringMarket Equilibrium

Publications per year

1974–2023

31

Publications

31

A Microeconometric Model of the Demand for Health Care and Health Insurance in Australia

A. Colin Cameron, Pravin K. Trivedi, Frank Milne et al. · The Review of Economic Studies · 1988 · 487 citations

Option Pricing With V. G. Martingale Components<sup>1</sup>

Dilip B. Madan, Frank Milne · Mathematical Finance · 1991 · 416 citations · Full text

High Kurtosis, Option Pricing, Volatility Modeling +15

CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS

Dilip B. Madan, Frank Milne · Mathematical Finance · 1994 · 166 citations · Full text

Engineering, Financial Mathematics, Separable Hilbert Space +18

A Simple Approach to Interest-Rate Option Pricing

Stuart M. Turnbull, Frank Milne · Review of Financial Studies · 1991 · 93 citations

Mathematical Programming, Option Pricing, Economics +15

The Multinomial Option Pricing Model and Its Brownian and Poisson Limits

Dilip B. Madan, Frank Milne, Hersh Shefrin · Review of Financial Studies · 1989 · 78 citations

Option Pricing, Black-scholes Model, Economics +12

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