Series XVIII: Diffusion Transformation, 1998-2000, inclusive
Application of Symmetry in Finance, 2000-07-11
box: 9, folder: 169 (Material Type: Text)
Extent
60 Linear Feet
Closed Form Option Valuation with Smiles, 1999-2000, inclusive
box: 9, folder: 170 (Material Type: Text)
Extent
60 Linear Feet
Diffusion Transformation Notes (1), 2000-02
box: 10, folder: 1 (Material Type: Text)
Extent
60 Linear Feet
Doob's H Transform, 2000
box: 10, folder: 2 (Material Type: Text)
Extent
60 Linear Feet
Azema & Yor, Sur Les Zeros des Martingales Continues, Semi Prob. XXVI, Undated
box: 10, folder: 3 (Material Type: Text)
Extent
60 Linear Feet
Martingales Vanishing with SBM, 2000-02-08
box: 10, folder: 4 (Material Type: Text)
Extent
60 Linear Feet
Laplace Transformation of E 0 (WT), Undated
box: 10, folder: 5 (Material Type: Text)
Extent
60 Linear Feet
Implied as a Function of Local Vol. under PI, 2000-02
box: 10, folder: 6 (Material Type: Text)
Extent
60 Linear Feet
Some Even Models in PI Class, 2000
box: 10, folder: 7 (Material Type: Text)
Extent
60 Linear Feet
Spatial Derivatives, 2000
box: 10, folder: 8 (Material Type: Text)
Extent
60 Linear Feet
Doob's H Transforms via FT, 2000-02
box: 10, folder: 9 (Material Type: Text)
Extent
60 Linear Feet
Soluble Drifts, 1999-2000, inclusive
box: 10, folder: 10 (Material Type: Text)
Extent
60 Linear Feet
X Explicit in S Only, 1999-2000, inclusive
box: 10, folder: 11 (Material Type: Text)
Extent
60 Linear Feet
From Local Vol. to Option Prices, 1999-2000, inclusive
box: 10, folder: 12 (Material Type: Text)
Extent
60 Linear Feet
Gamma Closed Form Option Vol'n with Smiles, 1998-1999, inclusive
box: 10, folder: 13 (Material Type: Text)
Extent
60 Linear Feet
R^3 as Driver, 2000
box: 10, folder: 14 (Material Type: Text)
Extent
60 Linear Feet
Consistency with (ln(k/F)/sigmaT) Behavior, 2000-02
box: 10, folder: 15 (Material Type: Text)
Extent
60 Linear Feet
Downward Displaced GBM, 2000-02
box: 10, folder: 16 (Material Type: Text)
Extent
60 Linear Feet
Generic Call Pricing Formula, 1998-1999, inclusive
box: 10, folder: 17 (Material Type: Text)
Extent
60 Linear Feet
Trader's Derivation of PDE for s, 1999-01-26
box: 10, folder: 18 (Material Type: Text)
Extent
60 Linear Feet
Stock Price as Function of W^sh's Instead of W, 1998-08
box: 10, folder: 19 (Material Type: Text)
Extent
60 Linear Feet
Noninvertible but Integrable Payoff Functions, 1999-02-07
box: 10, folder: 20 (Material Type: Text)
Extent
60 Linear Feet
Alex Lipton Notes, 2000-03
box: 10, folder: 21 (Material Type: Text)
Extent
60 Linear Feet
Lie Group Analysis of Parabolic Normal Form, 2000
box: 10, folder: 22 (Material Type: Text)
Extent
60 Linear Feet
Options & Other Nonlinear Operators as a Lie Algebra, 2000-04-09
box: 10, folder: 23 (Material Type: Text)
Extent
60 Linear Feet
Lie Groups, Time Integrals & American Options, 2000-03
box: 10, folder: 24 (Material Type: Text)
Extent
60 Linear Feet
Multivariable Diffusion & Lie Groups, Undated
box: 10, folder: 25 (Material Type: Text)
Extent
60 Linear Feet
Diffusion Transformation Notes (2), 2000-02-07
box: 10, folder: 26 (Material Type: Text)
Extent
60 Linear Feet
Bivariable Binary in 3 Parameter Arcsinh, 2000-02
box: 10, folder: 27 (Material Type: Text)
Extent
60 Linear Feet
Goldenberg in Arcsinhnormal Model, Undated
box: 10, folder: 28 (Material Type: Text)
Extent
60 Linear Feet
Calibration of Arcsinhnormal, Undated
box: 10, folder: 29 (Material Type: Text)
Extent
60 Linear Feet
Closed Form Valuation of Compound Options in the Arcsinhnormal Model, 2000
box: 10, folder: 30 (Material Type: Text)
Extent
60 Linear Feet
Absorbing Sinh Stock Price Processes, 1998-07-01-2000-02-07, inclusive
box: 10, folder: 31 (Material Type: Text)
Callable Call in Arcsinh Model, 1999-11-10-2000-01-09, inclusive
box: 10, folder: 32 (Material Type: Text)
Interpretation of x + a in 3 Parameter Arcsinh, 2000-01-18
box: 10, folder: 33 (Material Type: Text)
Share Economy in Arcsinhnormal Model, 2000-01-08-2000-01-31, inclusive
box: 10, folder: 34 (Material Type: Text)
Time Dependent CU as Driver, 2000-02-04
box: 10, folder: 35 (Material Type: Text)
Hyperbolas, 2000-01-31
box: 10, folder: 36 (Material Type: Text)
Three Parameter Arcsinhnormal, 1999-01-13-2000-02-05, inclusive
box: 10, folder: 37 (Material Type: Text)
Delta in 3 Parameter Arcsinhnormal Model, 2000-01
box: 10, folder: 38 (Material Type: Text)
CU as Driver, 2000-02-03
box: 10, folder: 39 (Material Type: Text)
Coth Drift, 2000-01-22-2000-02-01, inclusive
box: 10, folder: 40 (Material Type: Text)
Bivariate Normal in Matlab, 2000-01-02-2000-02-10, inclusive
box: 10, folder: 41 (Material Type: Text)
He Mchem Approach to ID Diffusions, 2000-02-18-2000-02-27, inclusive
box: 10, folder: 42 (Material Type: Text)
Scale Function & Probabilities Hitting Flat Boundaries, 1998-09-06-1998-09-08, inclusive
box: 10, folder: 43 (Material Type: Text)
Speed Measures, 1999-10-03
box: 10, folder: 44 (Material Type: Text)
Static Hedging & Scale Function, 1998-08-14
box: 10, folder: 45 (Material Type: Text)
