Details about Alan White

Access statistics for papers by Alan White.

Last updated 2010-02-09. Update your information in the RePEc Author Service.

Short-id: pwh19

Working Papers

2004

1. Hedonic Price Indexes for Personal Computer Operating Systems and Productivity Suites
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
   See also Chapter (2010)

2003

2. Price Indexes for Microsoft's Personal Computer Software Products
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

Journal Articles

2004

1. The relationship between credit default swap spreads, bond yields, and credit rating announcements
   Journal of Banking & Finance, 2004, 28, (11), 2789-2811 View citations (413)

1995

2. The impact of default risk on the prices of options and other derivative securities
   Journal of Banking & Finance, 1995, 19, (2), 299-322 View citations (100)

1993

3. One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
   Journal of Financial and Quantitative Analysis, 1993, 28, (2), 235-254 View citations (128)

1990

4. Pricing Interest-Rate-Derivative Securities
   Review of Financial Studies, 1990, 3, (4), 573-92 View citations (606)
5. Valuing Derivative Securities Using the Explicit Finite Difference Method
   Journal of Financial and Quantitative Analysis, 1990, 25, (1), 87-100 View citations (84)

1988

6. The Use of the Control Variate Technique in Option Pricing
   Journal of Financial and Quantitative Analysis, 1988, 23, (3), 237-251 View citations (37)

1987

7. Hedging the risks from writing foreign currency options
   Journal of International Money and Finance, 1987, 6, (2), 131-152 View citations (24)
8. The Pricing of Options on Assets with Stochastic Volatilities
   Journal of Finance, 1987, 42, (2), 281-300 View citations (1213)

Chapters

2010

1. Hedonic Price Indexes for Personal Computer Operating Systems and Productivity Suites
   A chapter in Contributions in Memory of Zvi Griliches, 2010, pp 787-807
   See also Working Paper (2004)

2009

2. Comment on "Measuring the Output and Prices of the Lottery Sector: An Application of Implicit Expected Utility Theory"
   A chapter in Price Index Concepts and Measurement, 2009, pp 425-427

2007

3. Price Indexes for Microsoft
   A chapter in Hard-to-Measure Goods and Services: Essays in Honor of Zvi Griliches, 2007, pp 269-289 View citations (6)