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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
Poly Archives at Bern Dibner Library of Science and Technology
Bern Dibner Library of Science and Technology
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