1

The Path Integral Approach to Financial Modeling and Options Pricing

Year:
1997
Language:
english
File:
PDF, 242 KB
english, 1997
3

Asset financing with credit risk

Year:
2013
Language:
english
File:
PDF, 888 KB
english, 2013
5

TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING

Year:
2010
Language:
english
File:
PDF, 415 KB
english, 2010
9

Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach

Year:
2013
Language:
english
File:
PDF, 411 KB
english, 2013
12

Classification of superconformal and quasisuperconformal algebras in two dimensions

Year:
1992
Language:
english
File:
PDF, 407 KB
english, 1992
13

A jump to default extended CEV model: an application of Bessel processes

Year:
2006
Language:
english
File:
PDF, 450 KB
english, 2006
14

Pricing equity default swaps under the jump-to-default extended CEV model

Year:
2011
Language:
english
File:
PDF, 983 KB
english, 2011
15

Pricing Multi-Asset American Options: A

Year:
2007
Language:
english
File:
PDF, 1.57 MB
english, 2007
17

Step Options

Year:
1999
Language:
english
File:
PDF, 1.12 MB
english, 1999
19

PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY

Year:
2006
Language:
english
File:
PDF, 490 KB
english, 2006
20

INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL

Year:
2007
Language:
english
File:
PDF, 287 KB
english, 2007
21

Results of the classification of superconformal algebras in two dimensions

Year:
1992
Language:
english
File:
PDF, 327 KB
english, 1992
22

BFV approach to geometric quantization

Year:
1994
Language:
english
File:
PDF, 2.34 MB
english, 1994
23

Regenerative injection therapy for axial pain

Year:
2005
Language:
english
File:
PDF, 410 KB
english, 2005
24

Spectral Expansions for Asian (Average Price) Options

Year:
2004
Language:
english
File:
PDF, 175 KB
english, 2004
25

Pricing Options in Jump-Diffusion Models: An Extrapolation Approach

Year:
2008
Language:
english
File:
PDF, 502 KB
english, 2008
28

On the Transition Densities for Reflected Diffusions

Year:
2005
Language:
english
File:
PDF, 2.26 MB
english, 2005
29

Improved Human Islet Isolation Using a New Enzyme Blend, Liberase

Year:
1997
Language:
english
File:
PDF, 555 KB
english, 1997
30

THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE

Year:
2004
Language:
english
File:
PDF, 496 KB
english, 2004
31

Pointwise definable models of set theory

Year:
2013
Language:
english
File:
PDF, 1.45 MB
english, 2013
32

Pricing and Hedging Path-Dependent Options Under the CEV Process

Year:
2001
Language:
english
File:
PDF, 329 KB
english, 2001
33

Headache characteristics in patients after migrainous stroke

Year:
2001
Language:
english
File:
PDF, 116 KB
english, 2001
35

Spectral Expansions for Asian (Average Price) Options

Year:
2004
Language:
english
File:
PDF, 1.91 MB
english, 2004
37

Letters

Year:
2004
Language:
english
File:
PDF, 288 KB
english, 2004
38

MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS

Year:
2014
Language:
english
File:
PDF, 969 KB
english, 2014
39

Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach

Year:
2003
Language:
english
File:
PDF, 395 KB
english, 2003
40

Pricing and Hedging Path-Dependent Options under the CEV Process

Year:
2001
Language:
english
File:
PDF, 768 KB
english, 2001
46

A superconformal theory of massless higher spin fields in D = 2 + 1

Year:
1990
Language:
english
File:
PDF, 1.19 MB
english, 1990
48

Case report 433

Year:
1987
Language:
english
File:
PDF, 1.52 MB
english, 1987