Series II: APCS & AMOL, 1989-1998, inclusive
Manuscript, 1993-06-1996-11-13, inclusive
box: 3, folder: 96 (Material Type: Text)
Passthru Options, Undated
box: 3, folder: 97 (Material Type: Text)
Perpetual Options Counterexample, Undated
box: 3, folder: 98 (Material Type: Text)
Physical Interpretation of Put Call Symmetry, Undated
box: 3, folder: 99 (Material Type: Text)
Portfolio Ins / Zero Cost Collars, Undated
box: 3, folder: 100 (Material Type: Text)
Put Call Equivalence, Undated
box: 3, folder: 101 (Material Type: Text)
PCEE, 1994-05-20-1995-12-13, inclusive
box: 3, folder: 102 (Material Type: Text)
Put Call Symmetry for American Options, 1994-03
box: 3, folder: 103 (Material Type: Text)
Put Call Symmetry for European Options, 1996-09
box: 3, folder: 104 (Material Type: Text)
Proofs for EPCS, Undated
box: 3, folder: 105 (Material Type: Text)
Put Writing Strategy, 1992-08-20
box: 3, folder: 106 (Material Type: Text)
Stochastic Vol. Papers, 1993
box: 3, folder: 107 (Material Type: Text)
Stoptions, Undated
box: 3, folder: 108 (Material Type: Text)
Terminology & Notation, Undated
box: 3, folder: 109 (Material Type: Text)
Bergman, Grundy & Wiener; General Properties of Option Prices, 1996-01
box: 3, folder: 110 (Material Type: Text)
Li, Ritchken, Sankarasubramanian; Lattice Models for Pricing American Interest Rate Claims, 1993-11
box: 3, folder: 111 (Material Type: Text)
Rubinstein, M.; As Simple as One, Two, Three; Risk 8, #1, 1995-01
box: 3, folder: 112 (Material Type: Text)
Practical Issues in Using Interest Rate Models, Iris Financial Engineering & Systems, Inc., Undated
box: 3, folder: 113 (Material Type: Text)
Analytic Approxn. of Amer. Put Options (AAA), Undated
box: 3, folder: 114 (Material Type: Text)
Analytic Formulas for Barrier Options, Undated
box: 3, folder: 115 (Material Type: Text)
Crank Nicholson, Undated
box: 4, folder: 1 (Material Type: Text)
Dewynne & Wilmott, Undated
box: 4, folder: 2 (Material Type: Text)
Douglas Equations, Undated
box: 4, folder: 3 (Material Type: Text)
Duanmu Conversations, 1994
box: 4, folder: 4 (Material Type: Text)
Early Exercise Premium, 1994-05
box: 4, folder: 5 (Material Type: Text)
Financial Interpretations, Undated
box: 4, folder: 6 (Material Type: Text)
Funding, 1994-01
box: 4, folder: 7 (Material Type: Text)
Implied Vol. Fin. from America, 1990-08
box: 4, folder: 8 (Material Type: Text)
Interpolation, 1989
box: 4, folder: 9 (Material Type: Text)
Method of Lines, 1994
box: 4, folder: 10 (Material Type: Text)
Ode's Lit., Undated
box: 4, folder: 11 (Material Type: Text)
Parabolic PDE's Literature, Undated
box: 4, folder: 12 (Material Type: Text)
PDE's, Undated
box: 4, folder: 13 (Material Type: Text)
Richardson Extrapolation, Undated
box: 4, folder: 14 (Material Type: Text)
Remberg Integration, Undated
box: 4, folder: 15 (Material Type: Text)
Selling Code, 1993-01-06-1994-05-12, inclusive
box: 4, folder: 16 (Material Type: Text)
Similarity Solutions, Undated
box: 4, folder: 17 (Material Type: Text)
Space Discretization, Undated
box: 4, folder: 18 (Material Type: Text)
Spreadsheet - AMOL, Undated
box: 4, folder: 19 (Material Type: Mixed Materials)
State & Time Dependent Parameters, Undated
box: 4, folder: 20 (Material Type: Text)
Step Size, Undated
box: 4, folder: 21 (Material Type: Text)
Strikwerda, Undated
box: 4, folder: 22 (Material Type: Text)
Term Structure, Undated
box: 4, folder: 23 (Material Type: Text)
Two Free Boundaries, Undated
box: 4, folder: 24 (Material Type: Text)
Unequal Time Steps, Undated
box: 4, folder: 25 (Material Type: Text)
Getting Results for Caution Options, Undated
box: 4, folder: 26 (Material Type: Text)
Nguyen D., On a Free Boundary Problem for the Heat Equation, Undated
box: 4, folder: 27 (Material Type: Text)
Duffie & Glynn, Stanford University Working Paper, Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals, 1996-03-14
box: 4, folder: 28 (Material Type: Text)
Call Spread, Undated
box: 4, folder: 29 (Material Type: Text)
CEV, Undated
box: 4, folder: 30 (Material Type: Text)
Clipped Put, Undated
box: 4, folder: 31 (Material Type: Text)
Conferences, 1994-01-31-1996-01-08, inclusive
box: 4, folder: 32 (Material Type: Text)
Cons'n & Portfolio Strategies, Undated
box: 4, folder: 33 (Material Type: Text)
Convertible Bond, Undated
box: 4, folder: 34 (Material Type: Text)
Delayed Exercise Premium, Undated
box: 4, folder: 35 (Material Type: Text)
Diagonalizing Transformation, Undated
box: 4, folder: 36 (Material Type: Text)
European Put Closed Form, 1994-05
box: 4, folder: 37 (Material Type: Text)
Exponential Fixup, Undated
box: 4, folder: 38 (Material Type: Text)
Extensions/To Do, Undated
box: 4, folder: 39 (Material Type: Text)
Faguet, Dimitri, 1993-07-08-1995-02-27, inclusive
box: 4, folder: 40 (Material Type: Text)
Frolov, Dimitri 257-4925, Undated
box: 4, folder: 41 (Material Type: Text)
Futures Options, Undated
box: 4, folder: 42 (Material Type: Text)
Gear, Undated
box: 4, folder: 43 (Material Type: Text)
General BC's, Undated
box: 4, folder: 44 (Material Type: Text)
Geske & Johnson, Undated
box: 4, folder: 45 (Material Type: Text)
Hedging with Options, Undated
box: 4, folder: 46 (Material Type: Text)
Hedging Random Maturity Claims with Dynamic Trading in 3 Long-Lined Securities, Undated
box: 4, folder: 47 (Material Type: Text)
High Order CDE & European-Style Claims, 1995-02
box: 4, folder: 48 (Material Type: Text)
HP12C, Undated
box: 4, folder: 49 (Material Type: Text)
Implying Volatility, Undated
box: 4, folder: 50 (Material Type: Text)
Interest Rate Models, Undated
box: 4, folder: 51 (Material Type: Text)
Interpolation, Undated
box: 4, folder: 52 (Material Type: Text)
"Willed" Puts, Undated
box: 4, folder: 53 (Material Type: Text)
Linear Coeff's & Confluent Hypergeom's, 1995-08
box: 4, folder: 54 (Material Type: Text)
Valuing Corp. Debt with AMOL, Undated
box: 4, folder: 55 (Material Type: Text)
Widder, D.; Nov. '82; The Inversion of a Transform Related to the Laplace Transform and to Heat Conduction, 1998-05-14
box: 4, folder: 56 (Material Type: Text)