Series XXVII: First Passage, 1980-2003, inclusive
Kou & Wang, First Passage Times of a Jump Diffusion Process, 2002-04-16
box: 13, folder: 79 (Material Type: Text)
Novel Derivations of Barrier Options, 2002-03-19
box: 13, folder: 80 (Material Type: Text)
Pistorius, Martijn R.; Exit Problems of Lévy Processes with Applications in Finance, 2003-05-20
box: 13, folder: 81 (Material Type: Books)
Rich, Don, 1993-07-15
box: 13, folder: 82 (Material Type: Text)
Tuckwell & Wan, First-Passage Time of Markov Processes to Moving Barriers, J. Appl. Prob. 1984, Undated
box: 13, folder: 83 (Material Type: Text)
Lateral Chapman Kolmogorov, 2002-06-05-2002-06-07, inclusive
box: 13, folder: 84 (Material Type: Text)
(Univariate) First Passage Times, Undated
box: 13, folder: 85 (Material Type: Text)
FPT of C-U or Bessel, 1993-02-24
box: 13, folder: 86 (Material Type: Text)
Bivariate First Passage Times, 1980-01-01-1992-03-17, inclusive
box: 13, folder: 87 (Material Type: Text)
Kielson, Julian; The First Passage Time Density for Homogeneous Skip-free Walks on the Continuum, Annals of Mathematical Statistics September 1963, Undated
box: 13, folder: 88 (Material Type: Text)
Gikhman & Skorokhod, Introduction to the Theory of Random Processes, Undated
box: 13, folder: 89 (Material Type: Text)
Durbin, J.; The First-Passage Density of a Continuous Gaussian Process to a General Boundary, Journal of Applied Physics 22 1985, Undated
box: 13, folder: 90 (Material Type: Text)
Duanmu, Zhenyu; Ch. 3 - First Passage Time Density Approach to Pricing Barrier Options, Cornell Dissertation '93, Undated
box: 13, folder: 91 (Material Type: Text)
Static Hedging with Time Dependent Drift & Vol (Numerical), 1997-01-03-1997-03-15, inclusive
box: 13, folder: 92 (Material Type: Text)
Knockout Swaps, 1998-03-19-1998-03-22, inclusive
box: 13, folder: 93 (Material Type: Text)
European FX Up & Cut Put, Undated
box: 13, folder: 94 (Material Type: Text)
Carr, Peter; Static Replication of Path-dependent Derivatives, 1998-04-09
box: 13, folder: 95 (Material Type: Text)
Carr & Chou, Hedging Complex Barrier Options, 1997-04-01
box: 13, folder: 96 (Material Type: Text)
Deriving First Passage Time PDF from Options using FX Put Call Equivalence, 1998-07
box: 13, folder: 97 (Material Type: Text)
Girsanov's Theorem & Siegel's Paradox, 1997-02-1998-02, inclusive
box: 13, folder: 98 (Material Type: Text)
First Passage Time Puzzels, Undated
box: 13, folder: 99 (Material Type: Text)
Alternative First Passage Time Static Hedge, Undated
box: 13, folder: 100 (Material Type: Text)
Breaking Barriers, 1996-10-24-1996-11-14, inclusive
box: 13, folder: 101 (Material Type: Text)
Double Barrier Option, Undated
box: 13, folder: 102 (Material Type: Text)
Symmetry, Undated
box: 13, folder: 103 (Material Type: Text)
Static Hedging of First Passage Time Payer, Undated
box: 13, folder: 104 (Material Type: Text)
Creating a First Passage Time Payer, 1997-04-25-1997-04-26, inclusive
box: 13, folder: 105 (Material Type: Text)
Static Simplicity, Undated
box: 13, folder: 106 (Material Type: Text)
Static Hedging of Timing Risk, 1997-05-12-1997-05-20, inclusive
box: 13, folder: 107 (Material Type: Text)
First Exit Time & Static Hedging, Undated
box: 13, folder: 108 (Material Type: Text)
