Series: XXXV: Hedging Barrier Options, 1999-2007, inclusive
Elliot, Wang & Chen; Alternative Characterizations of American Options with Fractional Brownian Motion, 2002-12
box: 16, folder: 54 (Material Type: Text)
Bjork, T. & Hult, H.; A Note on the Self-Financing Condition for the Fractional Black-Scholes Model, 2003-02-20
box: 16, folder: 55 (Material Type: Text)
Replicating Barrier Options Under Poisson Jumps, 2006-12-16-2007-01-04, inclusive
box: 16, folder: 56 (Material Type: Text)
Borges, C.F. & Peters C.S.; Computing Approximate Stationary Distributions for Discrete Markov Processes with Banded Infinitesimal Generators, 2007-01-02
box: 16, folder: 57 (Material Type: Text)
Steutel, F.W.; Poisson Processes and A Bessel Function Integral, 1985 Society for Industrial and Applied Mathematics, 2006-12-06
box: 16, folder: 58 (Material Type: Text)
Bermin, H.P.; Comment on 'Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk', 1999
box: 16, folder: 59 (Material Type: Text)
Skellam Distribution, 2007-01-01
box: 16, folder: 60 (Material Type: Text)
Karlis, D. & Ntzoufras, I.; Bayesian Analysis of the Differences of Count Data, Statistics in Medicine, 2005
box: 16, folder: 61 (Material Type: Text)
Semi-Static Hedging of Barrier Options Under Poisson Jumps, 2007-01-02
box: 16, folder: 62 (Material Type: Text)
Dengler, H. & Jarrow, R.A.; Option Pricing using a Binomial Model with Random Time Steps (A Formal Model of Gamma Hedging), 1997, Undated
box: 16, folder: 63 (Material Type: Text)
Difference of 2 Poissons, 2001-01-01-2001-01-11, inclusive
box: 16, folder: 64 (Material Type: Text)
Sequential Barrier Options, 2006-04-13
box: 16, folder: 65 (Material Type: Text)
Static Hedging of Barrier Options, 2006-08-11
box: 16, folder: 66 (Material Type: Text)
Static Hedging of a One Touch with Payment at Expiry in the Black-Scholes Model with Jump to Default, 2005-10-05-2006-11-02, inclusive
box: 16, folder: 67 (Material Type: Text)
Vanna-Volga Method, 2005-09-06-2005-09-21, inclusive
box: 16, folder: 68 (Material Type: Text)
Carr, P. & Verma, A.; Pricing Barrier Options using Vanna-Volga Method, October 2005, 2005-11-01
box: 16, folder: 69 (Material Type: Text)
Vanna-Volga Approach, 2006-10-11
box: 16, folder: 70 (Material Type: Text)
Castagna, A. & Mercurio, F.; The Vanna-Volga Method for Implied Volatilities: Tractability and Robustness, Undated
box: 16, folder: 71 (Material Type: Text)
Castagna, A. & Mercurio, F.; Consistent Pricing of FX Options, Undated
box: 16, folder: 72 (Material Type: Text)
Semi Static Super & Sub Replication with Signed Asymmetry, Undated
box: 16, folder: 73 (Material Type: Text)
Boundary Barrier Option Values by Boundary Skew to First Passage Time to Barrier, 2005-02-28
box: 16, folder: 74 (Material Type: Text)
Hedging Barriers, 2006-03
box: 16, folder: 75 (Material Type: Text)
Regression to Determine Market Price and Risk, Undated
box: 16, folder: 76 (Material Type: Text)
One Touch Hedge, 2005-10-05
box: 16, folder: 77 (Material Type: Text)
Carr, P. & Wu, L; Hedging Barriers, 2006-01-27-2006-04-20, inclusive
box: 16, folder: 78 (Material Type: Text)
