Concepedia

A. J. Morton

AJ

Statistics

Publications

10

Citations

4.7K

H-Index

10

Active since

1990

Affiliations

University of Illinois Chicago(Current)

Bellvitge University Hospital

A. J. Morton is an author at University of Illinois Chicago specializing in financial economics, business, and medicine.

ORCID

Publications per year

1990–2019

10

Publications

10

Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

David Heath, Robert A. Jarrow, A. J. Morton · Econometrica · 1992 · 3.2K citations

, , +17

Equivalent martingale measures and no-arbitrage in stochastic securities market models

Robert C. Dalang, A. J. Morton, Walter Willinger · Stochastics and stochastics reports · 1990 · 431 citations · Full text

, , +10

Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation

David Heath, Robert A. Jarrow, A. J. Morton · Journal of Financial and Quantitative Analysis · 1990 · 349 citations

, , +17

OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS

A. J. Morton, Stanley R. Pliska · Mathematical Finance · 1995 · 226 citations

, , +16

Implied volatility functions in arbitrage-free term structure models

Kaushik I. Amin, A. J. Morton · Journal of Financial Economics · 1994 · 214 citations · Full text

, , +14

1–5 of 10