Series VII: Closed Form Option Valuation Extensions, 1980-2002, inclusive
ABM as Driver, 1999-11
box: 7, folder: 1 (Material Type: Text)
Extent
60 Linear Feet
Manuscripts - Volatility Surface, 1998
box: 7, folder: 2 (Material Type: Text)
Extent
60 Linear Feet
Arbitrary Stochastic Time Change, Undated
box: 7, folder: 3 (Material Type: Text)
Extent
60 Linear Feet
CM Stock Payoffs, 1998
box: 7, folder: 4 (Material Type: Text)
Extent
60 Linear Feet
Driver is BM with Drift, Undated
box: 7, folder: 5 (Material Type: Text)
Extent
60 Linear Feet
From Inverse Distribution Function to Option Prices, 1999
box: 7, folder: 6 (Material Type: Text)
Extent
60 Linear Feet
Elliptic Integrals, 1999-02
box: 7, folder: 7 (Material Type: Text)
Extent
60 Linear Feet
Explanation Why for Stochastic Pricing Functions (in Time), 1999-02
box: 7, folder: 8 (Material Type: Text)
Extent
60 Linear Feet
Fourier Transforms, 1998
box: 7, folder: 9 (Material Type: Text)
Extent
60 Linear Feet
Generating Explicity Invertible Payoffs by Composing Explicitly Invertible Operators, 1999
box: 7, folder: 10 (Material Type: Text)
Extent
60 Linear Feet
Depressed Cubic in Depressed Cubic, Undated
box: 7, folder: 11 (Material Type: Text)
Extent
60 Linear Feet
Depressed Cubic in Depressed Cubic in Sinh, 1999-04-06
box: 7, folder: 12 (Material Type: Text)
Extent
60 Linear Feet
Unlabeled Formula and Notes, Undated
box: 7, folder: 13 (Material Type: Text)
Extent
60 Linear Feet
A Theory of the Volatility Surface, 1998
box: 7, folder: 14 (Material Type: Text)
Extent
60 Linear Feet
Approximating Basket Options, Undated
box: 7, folder: 15 (Material Type: Text)
Extent
60 Linear Feet
Hermite Polynomials, 1998-2002, inclusive
box: 7, folder: 16 (Material Type: Text)
Extent
60 Linear Feet
Integration in Finite Terms, 1999
box: 7, folder: 17 (Material Type: Text)
Extent
60 Linear Feet
Measurement Units, 1999-02-14
box: 7, folder: 18 (Material Type: Text)
Extent
60 Linear Feet
Oven Invertible Stock Pricing Functions, 1999-04-18
box: 7, folder: 19 (Material Type: Text)
Extent
60 Linear Feet
Option Pricing is a Cinch, 1999-02
box: 7, folder: 20 (Material Type: Text)
Extent
60 Linear Feet
Piecewise Globally Specification, 1999-02-09
box: 7, folder: 21 (Material Type: Text)
Extent
60 Linear Feet
Positive Processes, 2000-01-31
box: 7, folder: 22 (Material Type: Text)
Extent
60 Linear Feet
Quartic in Exp'l Quadratics, 1998-12-12
box: 7, folder: 23 (Material Type: Text)
Extent
60 Linear Feet
Quintic in SBM, 2002-01
box: 7, folder: 24 (Material Type: Text)
Extent
60 Linear Feet
Scale & Time Changes when Drift is Function of Price & Time, 1999-03
box: 7, folder: 25 (Material Type: Text)
Extent
60 Linear Feet
Similarity Solution for Sigma or c, 1998-1999, inclusive
box: 7, folder: 26 (Material Type: Text)
Extent
60 Linear Feet
Spun of G^1, Undated
box: 7, folder: 27 (Material Type: Text)
Extent
60 Linear Feet
Spine Specification of Stock Pricing Function, 1998-12-28
box: 7, folder: 28 (Material Type: Text)
Extent
60 Linear Feet
Stock Price as Positive Linear Combination of Exponents, 1998-1999, inclusive
box: 7, folder: 29 (Material Type: Text)
Extent
60 Linear Feet
Stock as Wtd Average of GBMs, 1998-1999, inclusive
box: 7, folder: 30 (Material Type: Text)
Extent
60 Linear Feet
Stochastic Time Change & GT, 1999-03-15
box: 7, folder: 31 (Material Type: Text)
Extent
60 Linear Feet
Stock Payoff is Exp'l Quintatic less Constant, 1999-02-21
box: 7, folder: 32 (Material Type: Text)
Extent
60 Linear Feet
Stock is Constant & Proper Rational Function, 1999-02-22
box: 7, folder: 33 (Material Type: Text)
Extent
60 Linear Feet
Stock Process Driven by a Pair of SBMs, 1999
box: 7, folder: 34 (Material Type: Text)
Extent
60 Linear Feet
Stock Payoff is (1+ z/m)^m, z normal in real, 1999-02
box: 7, folder: 35 (Material Type: Text)
Extent
60 Linear Feet
Time Inversion, 1999-06-18
box: 7, folder: 36 (Material Type: Text)
Extent
60 Linear Feet
Time Value via Quintative, 1999-02-11
box: 7, folder: 37 (Material Type: Text)
Extent
60 Linear Feet
Stock Price is Odd Function of Process with Symmetric PDF, 2000-01
box: 7, folder: 38 (Material Type: Text)
Extent
60 Linear Feet
Stock Price is Even Function of Reflecting BM, 1999-03-14
box: 7, folder: 39 (Material Type: Text)
Extent
60 Linear Feet
Stock is Quartic of Ce^aw Divided by a Power less than or equal to 4, 1999-02
box: 7, folder: 40 (Material Type: Text)
Extent
60 Linear Feet
Modelling Payoff of Brownian Pricing Function, 1998-1999, inclusive
box: 7, folder: 41 (Material Type: Text)
Extent
60 Linear Feet
Uchiyama, K.; Brownian First Exist from & Sojourn over One Sided Moving Boundary and Application, 1980
box: 7, folder: 42 (Material Type: Text)
Extent
60 Linear Feet
Time Homogenous Vol Functions, 1999-03-06
box: 7, folder: 43 (Material Type: Text)
Extent
60 Linear Feet
Time Region Specification, 1998
box: 7, folder: 44 (Material Type: Text)
Extent
60 Linear Feet