Series XXI: Early Exercise Results, 1989-1992, inclusive

American Put, 1990-1992, inclusive

box: 10, folder: 93 (Material Type: Text)

Extent

60 Linear Feet

Approximations, Undated

box: 10, folder: 94 (Material Type: Text)

Extent

60 Linear Feet

Arbitraging Mispricing, Undated

box: 10, folder: 95 (Material Type: Text)

Extent

60 Linear Feet

American Option Problem, Undated

box: 10, folder: 96 (Material Type: Text)

Extent

60 Linear Feet

Binomial Model, 1989

box: 10, folder: 97 (Material Type: Text)

Extent

60 Linear Feet

Bob's Notes, 1989

box: 10, folder: 98 (Material Type: Text)

Extent

60 Linear Feet

Calculus of Variations, Undated

box: 10, folder: 99 (Material Type: Text)

Extent

60 Linear Feet

Calculation of Boundary, Undated

box: 10, folder: 100 (Material Type: Text)

Extent

60 Linear Feet

Current Version of Carr Jarrow, 1989-10

box: 11, folder: 1 (Material Type: Text)

Extent

60 Linear Feet

Characterizing the Boundary, Undated

box: 11, folder: 2 (Material Type: Text)

Extent

60 Linear Feet

Characterization of Early Exercise, Undated

box: 11, folder: 3 (Material Type: Text)

Extent

60 Linear Feet

Copies of Carr Jarrow, 1989-10

box: 11, folder: 4 (Material Type: Text)

Extent

60 Linear Feet

Corrections to Carr-Myneni, 1989-09-21

box: 11, folder: 5 (Material Type: Text)

Extent

60 Linear Feet

Current version of Carr Myneni, 1989-09-21

box: 11, folder: 6 (Material Type: Text)

Extent

60 Linear Feet

Derivatives, Undated

box: 11, folder: 7 (Material Type: Text)

Extent

60 Linear Feet

Differentiability at Boundary, Undated

box: 11, folder: 8 (Material Type: Text)

Extent

60 Linear Feet

Discretizing Over Stock Prices, Undated

box: 11, folder: 9 (Material Type: Text)

Extent

60 Linear Feet

Dividends, Undated

box: 11, folder: 10 (Material Type: Text)

Extent

60 Linear Feet

Envelope Theorem, Undated

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

Extent

60 Linear Feet

Equivalence of Cox Ross and Carr Jarrow for European Options, Undated

box: 11, folder: 12 (Material Type: Text)

Extent

60 Linear Feet

Equivalence of McKeon & Carr, Undated

box: 11, folder: 13 (Material Type: Text)

Extent

60 Linear Feet

Equivalence of McKeon & Myneni, Undated

box: 11, folder: 14 (Material Type: Text)

Extent

60 Linear Feet

Equivalence of Carr & Myneni, Undated

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

Extent

60 Linear Feet

European Call Valuation Under GBM, Undated

box: 11, folder: 16 (Material Type: Text)

Extent

60 Linear Feet

European Put Valuation Under GBM, 1989-09-12

box: 11, folder: 17 (Material Type: Text)

Extent

60 Linear Feet

Exponential Spline, Undated

box: 11, folder: 18 (Material Type: Text)

Extent

60 Linear Feet

Extensions/Improvements, Undated

box: 11, folder: 19 (Material Type: Text)

Extent

60 Linear Feet

Extreme Values, Undated

box: 11, folder: 20 (Material Type: Text)

Extent

60 Linear Feet

First Passage Time Density to Boundary, Undated

box: 11, folder: 21 (Material Type: Text)

Extent

60 Linear Feet

Fourier Solution of PDE, Undated

box: 11, folder: 22 (Material Type: Text)

Extent

60 Linear Feet

Futures Options, Undated

box: 11, folder: 23 (Material Type: Text)

Extent

60 Linear Feet

Geometric Brownian Motion, 1989

box: 11, folder: 24 (Material Type: Text)

Extent

60 Linear Feet

Geske Johnson in the Bin Model, Undated

box: 11, folder: 25 (Material Type: Text)

Extent

60 Linear Feet

Homogeneity Implications, Undated

box: 11, folder: 26 (Material Type: Text)

Extent

60 Linear Feet

Jamshidian Conversations, 1990-03-02

box: 11, folder: 27 (Material Type: Text)

Extent

60 Linear Feet

Cumberton's FAX, Undated

box: 11, folder: 28 (Material Type: Text)

Extent

60 Linear Feet

Letters of Faxes on Phone Calls with Ravi V. or Ravi M., 1989-09-20-1990-09-20, inclusive

box: 11, folder: 29 (Material Type: Text)

Lower Bound, Undated

box: 11, folder: 30 (Material Type: Text)

Numerical Evaluation of the Boundary, Undated

box: 11, folder: 31 (Material Type: Text)

American Put Mathematica Programs, 1990-08-08

box: 11, folder: 32 (Material Type: Text)

Numerical Results, 1989-09-15

box: 11, folder: 33 (Material Type: Text)

Probabilistic Development of McKeon, Undated

box: 11, folder: 34 (Material Type: Text)

Probabilistic Development of Myneni, Undated

box: 11, folder: 35 (Material Type: Text)

Perpetual Call Valuation Under GBM, Undated

box: 11, folder: 36 (Material Type: Text)

Perpetual Put Valuation Under GBM, Undated

box: 11, folder: 37 (Material Type: Text)

Perpetual Put in Binomial Model, Undated

box: 11, folder: 38 (Material Type: Text)

Proof of Theorem 1, Undated

box: 11, folder: 39 (Material Type: Text)

Put Replicating Strategies, Undated

box: 11, folder: 40 (Material Type: Text)

Ted Tregurtha's Work on American Puts, Undated

box: 11, folder: 41 (Material Type: Text)

SpeakEZ (Speakeasy), 1989

box: 11, folder: 42 (Material Type: Text)

Probabilistic Development of Carr, Undated

box: 11, folder: 43 (Material Type: Text)

Programs, 1989-10-09

box: 11, folder: 44 (Material Type: Mixed Materials)

Pseudo-American Put Valuation, Undated

box: 11, folder: 45 (Material Type: Text)

Title Page & Supplemental Material, 1989-12

box: 11, folder: 46 (Material Type: Text)

TTD on Carr Jarrow, Undated

box: 11, folder: 47 (Material Type: Text)

Upper Bound, Undated

box: 11, folder: 48 (Material Type: Text)

Valuing European Put Using a Moving Boundary, Undated

box: 11, folder: 49 (Material Type: Text)

Probabilistic Development of Carr, Undated

box: 11, folder: 50 (Material Type: Text)

Valuing the Early Exercise Premium, Undated

box: 11, folder: 51 (Material Type: Text)