Series VI: Closed Form Barrier Option Valuation & Closed Form Option Volume with Smiles, 1994-2005, inclusive

Closed Form Barrier Option Valuation with Smiles, Peter Carr, 2002-08-07-2003-03-26, inclusive

box: 6, folder: 18 (Material Type: Text)

Solvable Potentials, 2002-04-23

box: 6, folder: 19 (Material Type: Text)

Manuscripts, 1999-04-11-2002-02-17, inclusive

box: 6, folder: 20 (Material Type: Text)

Closed Form Barrier Option Valuation with Smiles, 1999-10-2002-02, inclusive

box: 6, folder: 21 (Material Type: Text)

Detemple, J.; American Options: Symmetry Properties, 1999-03-02

box: 6, folder: 22 (Material Type: Text)

Roberts & Shortland, Pricing Barrier Options with Time Dependent Coefficients, Cambridge University Press, 1994

box: 6, folder: 23 (Material Type: Text)

Branoff, Paul, Undated

box: 6, folder: 24 (Material Type: Text)

Rogers, C.; The Joint Law of the Maximum and Terminal Value of a Martingale, University of Bath, Undated

box: 6, folder: 25 (Material Type: Text)

Arcsinhnomal Model Valuation of Barrier Options, 1999-04-10

box: 6, folder: 26 (Material Type: Text)

Depressed Cubic in Sinh Model Valuation of Barrier Options, 1999-04-10

box: 6, folder: 27 (Material Type: Text)

Andreasen, J.; Behind the Mirror, Risk, 2001-11

box: 6, folder: 28 (Material Type: Text)

Hedging Complex Barrier Options, 1997-10-25

box: 6, folder: 29 (Material Type: Text)

Enhanced Delta Hedging of Barrier Options, 2001-11-17

box: 6, folder: 30 (Material Type: Text)

Parity Preserving PDE, 2001-11-07-2001-11-10, inclusive

box: 6, folder: 31 (Material Type: Text)

Dobric Paper, 2001-07-31

box: 6, folder: 32 (Material Type: Text)

FPT Payer for Vol a Function of Price Alone, 1998-03-14-2000-10-17, inclusive

box: 6, folder: 33 (Material Type: Text)

FPT PDF's via Infinite Discontinuity of Delta^(1) at Bday, 2001-07-14

box: 6, folder: 34 (Material Type: Text)

Barrier Option Pricing Using Odd Functions of Process with Known PDF, 2001-03-31

box: 6, folder: 35 (Material Type: Text)

Barrier Option Pricing with Stochastic Vol, 2000-02-10

box: 6, folder: 36 (Material Type: Text)

Recovering Local Vol from Option Prices, 1999-04-06

box: 6, folder: 37 (Material Type: Text)

Barrier Options for Symmetric Mg Jump Processes, 2000-01-26-2000-02-04, inclusive

box: 6, folder: 38 (Material Type: Text)

Barrier Options via Stationary Solutions, 1999-01-19-1999-03-09, inclusive

box: 6, folder: 39 (Material Type: Text)

Static Hedging in Arcsinhnomal Model, 1999-03-26-1999-05-02, inclusive

box: 6, folder: 40 (Material Type: Text)

Int'g Calculations with SBM, Undated

box: 6, folder: 41 (Material Type: Text)

Static Hedging of Barrier Options for Constant Ahs Vol (Ahs at Origin), 1999-04-11

box: 6, folder: 42 (Material Type: Text)

Lerche, Hans; Boundary Crossing of Brownian Motion, Springer, 1986

box: 6, folder: 43 (Material Type: Text)

Barrier Options under Martingale Vol, 1999-01-11-1999-01-18, inclusive

box: 6, folder: 44 (Material Type: Text)

FPT for Time & Space Dependent Vol, 1999-02-25

box: 6, folder: 45 (Material Type: Text)

Time Dependent Bday for SBM, 1999-02-27

box: 6, folder: 46 (Material Type: Text)

SBM and PDE Notes, 2001-02-20-2002-02-22, inclusive

box: 6, folder: 47 (Material Type: Text)

Nonlinear PDE for Volatility, 2005-10-31

box: 6, folder: 48 (Material Type: Text)

Dominici, Nested: Derivatives: A Simple Method for Computing Series Expansions of Inverse Functions, Journal Not Given, 2005-01-04

box: 6, folder: 49 (Material Type: Text)

Mania & Tevzadze, Semimartingale Functions of a Class of Diffusion Processes, Vol 4s #2, TPA, 2001

box: 6, folder: 50 (Material Type: Text)

General Binomial Theorem, 2001-11-20-2001-11-22, inclusive

box: 6, folder: 51 (Material Type: Text)

Closed Form Rewrite, 2001-01-17-2001-11-24, inclusive

box: 6, folder: 52 (Material Type: Text)

Manuscript, 1999-12-05

box: 6, folder: 53 (Material Type: Text)

Models to Try, 2001-11-20

box: 6, folder: 54 (Material Type: Text)

Intuition on Auth. Indep., 2000-06-22

box: 6, folder: 55 (Material Type: Text)

Appendix on Uniqueness, 1999-03-23-1999-05-26, inclusive

box: 6, folder: 56 (Material Type: Text)

Conditions on Phi for Realistic Lognormal Vol, 1998-09-22-1999-02-14, inclusive

box: 6, folder: 57 (Material Type: Text)

Comments on "Closed Form Option Valuation", 1999-09-01-1999-10-22, inclusive

box: 6, folder: 58 (Material Type: Text)

Closed Form Option Valuations with Smiles, 1998-03-08-1999-04-05, inclusive

box: 6, folder: 59 (Material Type: Text)

Delta - Closed Form Option Valuation with Smiles, 1999-01-08-1999-01-10, inclusive

box: 6, folder: 60 (Material Type: Text)

Depressed Cubic, 1998-12-06-1999-03-20, inclusive

box: 6, folder: 61 (Material Type: Text)

Depressed Cubic in Sinh, Undated

box: 6, folder: 62 (Material Type: Text)

Deterministic Time Change, 1999-01-16

box: 6, folder: 63 (Material Type: Text)

Failed Models for Stock Price, 1998-12-30-1999-02-13, inclusive

box: 6, folder: 64 (Material Type: Text)

FPT for Ratio of Stock Price to Probability Density, 1998-09-08

box: 6, folder: 65 (Material Type: Text)

Fourier Inversion to Get g, 1998-09-26-1998-10-01, inclusive

box: 6, folder: 66 (Material Type: Text)

Functions of Bessel Processes, Undated

box: 6, folder: 67 (Material Type: Text)

Hyperbolic Functions, Undated

box: 6, folder: 68 (Material Type: Text)

Implications of SFC (Stock Flow Consistent) & Linearity, 1998-12-28

box: 6, folder: 69 (Material Type: Text)

Integrals of Derivative Securities, 1993-02-1999-01-11, inclusive

box: 6, folder: 70 (Material Type: Text)

Inversing s Function, 1999-02-07

box: 6, folder: 71 (Material Type: Text)

Journal Submissions, 1999-06-01-2000-06-06, inclusive

box: 6, folder: 72 (Material Type: Text)

Mapping Matrix to s(x,c), 1998-09-18-1998-09-21, inclusive

box: 6, folder: 73 (Material Type: Text)

Multiplying Original Payoff by Exponential, 1999-01-05

box: 6, folder: 74 (Material Type: Text)

Numerical Evaluation, 1999-01-11

box: 6, folder: 75 (Material Type: Text)

PDE for Variance, Undated

box: 6, folder: 76 (Material Type: Text)

PDF of Stock Price, 1999-02-15

box: 6, folder: 77 (Material Type: Text)

Sinh at Drifting BM, 1998-08-29

box: 6, folder: 78 (Material Type: Text)

Quadratic Payoff, Undated

box: 6, folder: 79 (Material Type: Text)

Sinh & [Equation], 1998-07-30-1998-08-13, inclusive

box: 6, folder: 80 (Material Type: Text)

Special Functions, 1999-02-07-1999-02-14, inclusive

box: 6, folder: 81 (Material Type: Text)

Stock Payoff is an Odd Function, 1999-02-06-1999-02-07, inclusive

box: 6, folder: 82 (Material Type: Text)

Stock Price as Cube of Sinh, 1998-12-30-1999-04-03, inclusive

box: 6, folder: 83 (Material Type: Text)

Stock Price as Linear Combination of Sinhs, 1999-02-07

box: 6, folder: 84 (Material Type: Text)

Stock Propl. to Absorbing BM, 1998-01-03-1999-01-03, inclusive

box: 6, folder: 85 (Material Type: Text)

Stock Payoff is Non-Monotonic Function of SBM, Undated

box: 6, folder: 86 (Material Type: Text)

Thaleia Zariphopoulou, 1999-05-11

box: 6, folder: 87 (Material Type: Text)

Taylor Series, 1998-01-04

box: 6, folder: 88 (Material Type: Text)

Transforming Solutions to the Heat Equation, 1999-10-19

box: 6, folder: 89 (Material Type: Text)

2 Boundaries, 1998-09-10

box: 6, folder: 90 (Material Type: Text)

Utility Based Approach, Undated

box: 6, folder: 91 (Material Type: Text)

On the Valuation of Corporate Liabilities Using Option Prices, 1998-09-15-1998-09-19, inclusive

box: 6, folder: 92 (Material Type: Text)