1

American Fractional Lookback Options: Valuation and Premium Decomposition

Year:
2011
Language:
english
File:
PDF, 362 KB
english, 2011
3

A Diffusion Approximation for an M / G / m Queue with Group Arrivals

Year:
1984
Language:
english
File:
PDF, 485 KB
english, 1984
4

A Two-Moment Approximation for the Mean Waiting Time in the GI/G/s Queue

Year:
1986
Language:
english
File:
PDF, 294 KB
english, 1986
11

American Continuous-Installment Options: Valuation and Premium Decomposition

Year:
2009
Language:
english
File:
PDF, 283 KB
english, 2009
16

A Two-Moment Approximation for the Mean Waiting Time in the GI / G / s Queue

Year:
1986
Language:
english
File:
PDF, 957 KB
english, 1986
17

A Diffusion Approximation for an M/G/m Queue with Group Arrivals

Year:
1984
Language:
english
File:
PDF, 906 KB
english, 1984
36

Duality between the Erlang loss system and a finite source queue

Year:
1993
Language:
english
File:
PDF, 280 KB
english, 1993
37

Valuing finite-lived Russian options

Year:
2008
Language:
english
File:
PDF, 210 KB
english, 2008
38

Valuing continuous-installment options

Year:
2010
Language:
english
File:
PDF, 455 KB
english, 2010
40

Duality between the M/G/s/s and GI/M/1/s/s queues

Year:
1992
Language:
english
File:
PDF, 404 KB
english, 1992
41

Monte Carlo analysis of convertible bonds with reset clauses

Year:
2006
Language:
english
File:
PDF, 327 KB
english, 2006
42

Valuing executive stock options: A quadratic approximation

Year:
2010
Language:
english
File:
PDF, 443 KB
english, 2010
47

A consistent diffusion approximation for finite-capacity multiserver queues

Year:
2003
Language:
english
File:
PDF, 819 KB
english, 2003
50

Effect of the contraction of Zn-O bonds on X-ray emission spectra

Year:
1988
Language:
english
File:
PDF, 249 KB
english, 1988