Series XXIX: Forward P(I)DE, 1986-2005, inclusive
Panayotov, G. & Madan, D.; The COGARCH Model and Option Pricing, 2005-10-31
box: 14, folder: 36 (Material Type: Text)
Time Reversal Literature for Processes with Jumps, 1999-11-08-2000-11-24, inclusive
box: 14, folder: 37 (Material Type: Text)
Literature on Duality, 1986
box: 14, folder: 38 (Material Type: Text)
Relevant Reviews, 2001-06-26
box: 14, folder: 39 (Material Type: Text)
Andersen, L. & Andreasen, J.; Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing, 2000-05-06
box: 14, folder: 40 (Material Type: Text)
Dellacherie, C.; Theorie Generale du Potentiel I, Undated
box: 14, folder: 41 (Material Type: Text)
Dynkin, E. B.; An Application of Flows to Time Shift and Time Reversal in Stochastic Processes 1985, Undated
box: 14, folder: 42 (Material Type: Text)
Errami, Russo & Vallois; Ito's Formula for C^1 lambda-Functions of a Cadlag Process and Related Calculus, 2001-02
box: 14, folder: 43 (Material Type: Text)
Jacod, J. & Protter, P.; Time Reversal on Lévy Processes, Annals of Probability 1988, Undated
box: 14, folder: 44 (Material Type: Text)
Madon, Dilip B.; The Instantaneous Profit and Loss Account, 2000-10-19-2002-03-13, inclusive
box: 14, folder: 45 (Material Type: Text)
Nagasawa, Masao; Time Reversion of Markov Processes, Nagoya Mathematical Journal 1964, Undated
box: 14, folder: 46 (Material Type: Text)
Picard, J. & Savona, C.; Smoothness of Harmonic Functions and Time Reversal of Markov Processes, Undated
box: 14, folder: 47 (Material Type: Text)
Savine, A.; A Theory of Volatility, BNP-Paribas, Undated
box: 14, folder: 48 (Material Type: Text)
BCPIDE, 2001-07-02-2002-02-24, inclusive
box: 14, folder: 49 (Material Type: Text)
BVPIDE, 2001-06-26-2002-04-12, inclusive
box: 14, folder: 50 (Material Type: Text)
Call Consistency to Backward and Forward PIDE's, 2001-07-20-2002-03-07, inclusive
box: 14, folder: 51 (Material Type: Text)
Derivation of Tanaka-Meyer from Taylor Series & Pure Jump Process, 2000-10
box: 14, folder: 52 (Material Type: Text)
Extent
60 Linear Feet
Delta Measure vs. Share Measure, 2002-05-11
box: 14, folder: 53 (Material Type: Text)
Extent
60 Linear Feet
Forward Call PIDE, 2000-2002, inclusive
box: 14, folder: 54 (Material Type: Text)
Extent
60 Linear Feet
Forward PIDE & Double Tail, 1999-2000, inclusive
box: 14, folder: 55 (Material Type: Text)
Extent
60 Linear Feet
FQ PIDE, 2001-2002, inclusive
box: 14, folder: 56 (Material Type: Text)
Extent
60 Linear Feet
FV PIDE, 2001-2002, inclusive
box: 14, folder: 57 (Material Type: Text)
Extent
60 Linear Feet
Higher Order Term Representations in FCPIDE, 2002-02-2002-03, inclusive
box: 14, folder: 58 (Material Type: Text)
Extent
60 Linear Feet
Implications of PCR, 2002-05
box: 14, folder: 59 (Material Type: Text)
Extent
60 Linear Feet
Intrinsic Value Decomposition for Jump Processes, 1999-2000, inclusive
box: 14, folder: 60 (Material Type: Text)
Extent
60 Linear Feet
Jumps, 2000-2002, inclusive
box: 14, folder: 61 (Material Type: Text)
Extent
60 Linear Feet
Jump Process Becomes Continuous?, 2002-05
box: 14, folder: 62 (Material Type: Text)
Extent
60 Linear Feet
Levy Process Results, 2001-07
box: 14, folder: 63 (Material Type: Text)
Extent
60 Linear Feet
Local Double Tail & TR, 2001-07-28
box: 14, folder: 64 (Material Type: Text)
Extent
60 Linear Feet
Local Levy Density (& TR), 2001-2002, inclusive
box: 14, folder: 65 (Material Type: Text)
Extent
60 Linear Feet
Local Variation, 2000-10
box: 14, folder: 66 (Material Type: Text)
Extent
60 Linear Feet
Maturity Restrictions in One Factor Markov World, 2000-10
box: 14, folder: 67 (Material Type: Text)
Extent
60 Linear Feet
Nature of Options, 2000-2002, inclusive
box: 14, folder: 68 (Material Type: Text)
Extent
60 Linear Feet
SLSG, 2001
box: 14, folder: 69 (Material Type: Text)
Extent
60 Linear Feet
Stochastic Equivalences in Forward & Backward Economies, 2002-05
box: 14, folder: 70 (Material Type: Text)
Extent
60 Linear Feet
Stochastic Local Vol. & Levy Density, 2000-10-24
box: 14, folder: 71 (Material Type: Text)
Extent
60 Linear Feet
Stochastic Strike Process, 2001-06
box: 14, folder: 72 (Material Type: Text)
Extent
60 Linear Feet
Time Reversability of Markov Semi-martingales, 2002-03
box: 14, folder: 73 (Material Type: Text)
Extent
60 Linear Feet
Time Value Invariance, 2001-2002, inclusive
box: 14, folder: 74 (Material Type: Text)
Extent
60 Linear Feet
Why Only for Calls is FCPIDE Same Term as BCPIDE, 2001-06-2001-07, inclusive
box: 14, folder: 75 (Material Type: Text)
Extent
60 Linear Feet
