1

Pricing basket and Asian options under the jump-diffusion process

Year:
2011
Language:
english
File:
PDF, 230 KB
english, 2011
5

An efficient approximation method for American exotic options

Year:
2007
Language:
english
File:
PDF, 239 KB
english, 2007
8

Moments of claims in a Markovian environment

Year:
2007
Language:
english
File:
PDF, 504 KB
english, 2007
12

Performance-based bonuses for investment and abandonment decisions

Year:
2016
Language:
english
File:
PDF, 514 KB
english, 2016
15

Comment on “A new simple square root option pricing model”

Year:
2012
Language:
english
File:
PDF, 77 KB
english, 2012
20

Executive bonus compensation when abnormal earnings and the state of the economy are correlated

Year:
2013
Language:
english
File:
PDF, 271 KB
english, 2013
29

Effects of CEO miscalibration on compensation and hedging

Year:
2018
Language:
english
File:
PDF, 497 KB
english, 2018
34

Investment Decisions, Debt Renegotiation Friction, and Agency Conflicts

Year:
2018
Language:
english
File:
PDF, 162 KB
english, 2018
36

A risk model with paying dividends and random environment

Year:
2008
Language:
english
File:
PDF, 936 KB
english, 2008
38

Pricing credit spread options under a Markov chain model with stochastic default rate

Year:
2004
Language:
english
File:
PDF, 137 KB
english, 2004