2

Sequential testing of a Wiener process with costly observations

Year:
2018
Language:
english
File:
PDF, 536 KB
english, 2018
8

Properties of game options

Year:
2006
Language:
english
File:
PDF, 190 KB
english, 2006
9

Convexity preserving jump-diffusion models for option pricing

Year:
2007
Language:
english
File:
PDF, 168 KB
english, 2007
10

PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS

Year:
2007
Language:
english
File:
PDF, 125 KB
english, 2007
12

Measurements and global models of surface wave propagation

Year:
1997
Language:
english
File:
PDF, 2.46 MB
english, 1997
13

Isoorbital indicators for current density functional theory

Year:
2013
Language:
english
File:
PDF, 530 KB
english, 2013
14

Comparison of Two Methods for Superreplication

Year:
2012
Language:
english
File:
PDF, 140 KB
english, 2012
15

Numerical option pricing in the presence of bubbles

Year:
2011
Language:
english
File:
PDF, 327 KB
english, 2011
17

OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS

Year:
2004
Language:
english
File:
PDF, 133 KB
english, 2004
18

DUPIRE'S EQUATION FOR BUBBLES

Year:
2012
Language:
english
File:
PDF, 168 KB
english, 2012
19

Hearing speech in music

Year:
2011
Language:
english
File:
PDF, 1.07 MB
english, 2011
20

SHORT-TIME IMPLIED VOLATILITY IN EXPONENTIAL LÉVY MODELS

Year:
2015
Language:
english
File:
PDF, 223 KB
english, 2015
21

Superreplication of Options on Several Underlying Assets

Year:
2005
Language:
english
File:
PDF, 1.13 MB
english, 2005
22

Optimal Liquidation of an Asset under Drift Uncertainty

Year:
2016
Language:
english
File:
PDF, 571 KB
english, 2016
24

Momentum liquidation under partial information

Year:
2016
Language:
english
File:
PDF, 479 KB
english, 2016
25

Feynman–Kac theorems for generalized diffusions

Year:
2015
Language:
english
File:
PDF, 285 KB
english, 2015
26

Optimal closing of a momentum trade

Year:
2013
Language:
english
File:
PDF, 156 KB
english, 2013
34

Convexity of the optimal stopping boundary for the American put option

Year:
2004
Language:
english
File:
PDF, 114 KB
english, 2004
35

The American put is log-concave in the log-price

Year:
2006
Language:
english
File:
PDF, 118 KB
english, 2006
36

The Black–Scholes equation in stochastic volatility models

Year:
2010
Language:
english
File:
PDF, 200 KB
english, 2010
37

μSR study of NdGa6

Year:
2000
Language:
english
File:
PDF, 208 KB
english, 2000
38

Effects of slight anisotropy on surface waves

Year:
1998
Language:
english
File:
PDF, 515 KB
english, 1998
44

Convexity theory for the term structure equation

Year:
2008
Language:
english
File:
PDF, 529 KB
english, 2008
45

Properties of American option prices

Year:
2004
Language:
english
File:
PDF, 249 KB
english, 2004
47

Ferromagnetic erbium studied by μSR

Year:
1997
Language:
english
File:
PDF, 138 KB
english, 1997