Series XXX: Forward P(I)DE for American Put, 1992-2003, inclusive

A Forward PDE for American Puts in the Dupire Model, 2000-01-03-2003-03-12, inclusive

box: 14, folder: 76 (Material Type: Text)

Schroder, M.; Changes of Numeraire for Pricing Futures, Forwards, and Options; Review of Financial Studies 1999, Undated

box: 14, folder: 77 (Material Type: Text)

Arun's Put Call Relations, 2001-07-07-2001-07-18, inclusive

box: 15, folder: 1 (Material Type: Text)

Chriss, Neil; Transatlantic Trees, Risk July 1996, 2001-05-07

box: 15, folder: 2 (Material Type: Text)

Detemple, J.; American Options: Symmetry Properties, 1999-03-02

box: 15, folder: 3 (Material Type: Text)

Wystup, U.; Aspects of Symmetry, Homogeneity and Duality of the Black-Scholes Pricing Formula for European Style Put and Call Options, 1999-01-20

box: 15, folder: 4 (Material Type: Text)

Peskir & Shiryaev, A Note on the Call-Put Parity and a Call-Put Duality, Undated

box: 15, folder: 5 (Material Type: Text)

Lewis, A.; Duality and Changes of Numeraire, Undated

box: 15, folder: 6 (Material Type: Text)

FPDE for American Options in Heston Model, Undated

box: 15, folder: 7 (Material Type: Text)

American Call on Stock Paying Known Dividend, 2002-10-16-2002-10-21, inclusive

box: 15, folder: 8 (Material Type: Text)

Forward PDE for American Options via SLSG, 1992-02-2002-11-19, inclusive

box: 15, folder: 9 (Material Type: Text)

American FCPDE (True), 2001-06-08-2002-04-30, inclusive

box: 15, folder: 10 (Material Type: Text)

American Put Call Ratio, 2001-07-19-2003-03-04, inclusive

box: 15, folder: 11 (Material Type: Text)

Envelope Theorem Approach, 2000-11-17-2003-03-02, inclusive

box: 15, folder: 12 (Material Type: Text)

Forward PDE for American Options via Forward PDE for European Options, 2001-04-14

box: 15, folder: 13 (Material Type: Text)

Forward PDE for American Call with Continuous Ex Opp's, 2000-11-16

box: 15, folder: 14 (Material Type: Text)

(Forward PDE for) American Calls in Terms of European Options, 2002-01-12-2002-01-19, inclusive

box: 15, folder: 15 (Material Type: Text)

(Using) Complex Variables, 2000-11-08-2001-03-28, inclusive

box: 15, folder: 16 (Material Type: Text)

Schrodinger Equation, 2001-05-08

box: 15, folder: 17 (Material Type: Text)

Complex SBM via Time Reversal, 2001-03-21-2001-03-31, inclusive

box: 15, folder: 18 (Material Type: Text)

Using Time Reversal to Create Adaptive Mesh or Tree, Undated

box: 15, folder: 19 (Material Type: Text)

Binomial Model, 2002-01-18-2002-01-19, inclusive

box: 15, folder: 20 (Material Type: Text)

Binomial or Trinomial Illustration of Strike Maturity Arbitrage, 2001-07-25-2001-08-04, inclusive

box: 15, folder: 21 (Material Type: Text)

Derman & Kani, Riding on a Smile, Risk February 1994, Undated

box: 15, folder: 22 (Material Type: Text)

Derman & Kani, The Volatility Smile and Its Implied Tree, 1993-12-29

box: 15, folder: 23 (Material Type: Text)

Derman, Kani & Zou; The Local Volatility Surface: Unlocking the Information in Index Option Prices, Financial Analysts Journal July/August 1996, Undated

box: 15, folder: 24 (Material Type: Text)

Kani, Derman & Kamal; Trading and Hedging Local Volatility, 1996-08

box: 15, folder: 25 (Material Type: Text)

Williams, Todd; Branching Process Stock Model, 2001 Dissertation, 2001-07-19

box: 15, folder: 26 (Material Type: Text)

Put Call Reversal Paper, 2002-02-22-2002-03-07, inclusive

box: 15, folder: 27 (Material Type: Text)