Series XXXVIII: Ideas G-Q, 1989-1998, inclusive

Fundamental Role of Duration of American Options, Untitled

box: 17, folder: 72 (Material Type: Text)

Fast Fourier Transform's (FFT's) in BS Model, 1997-08-08-1997-11-21, inclusive

box: 17, folder: 73 (Material Type: Text)

Fourier Basis, 1997-11-06

box: 17, folder: 74 (Material Type: Text)

Probabilistic Interpretation of Fourier Inversion, Undated

box: 17, folder: 75 (Material Type: Text)

Financial Interpretation of Fourier Series, Undated

box: 17, folder: 76 (Material Type: Text)

Complex Probabilities, Undated

box: 17, folder: 77 (Material Type: Text)

Hedging, Undated

box: 17, folder: 78 (Material Type: Text)

Using HCC to Determine Boundary of Call, Undated

box: 17, folder: 79 (Material Type: Text)

Using HCC to Determine Boundary, Undated

box: 17, folder: 80 (Material Type: Text)

Duffie, Darrell; An Extension of the Black-Scholes Model of Security Valuation, Journal of Economic Theory 1988, Undated

box: 17, folder: 81 (Material Type: Text)

Fundamental Power Options, Undated

box: 17, folder: 82 (Material Type: Text)

Static Hedging with Drift, Undated

box: 17, folder: 83 (Material Type: Text)

Hedging Paper with Sheridan, 1996-03-16

box: 17, folder: 84 (Material Type: Text)

Hedging with the Wrong Volatility, Undated

box: 17, folder: 85 (Material Type: Text)

Hedging Asian Put with European Put, Undated

box: 17, folder: 86 (Material Type: Text)

Hedging Exotics with Vanillas, Undated

box: 17, folder: 87 (Material Type: Text)

Hedging Arbitrary Timing Risk, Undated

box: 17, folder: 88 (Material Type: Text)

Hedging Multivariate Options with Univariate Options, Undated

box: 17, folder: 89 (Material Type: Text)

Historical vs. Implieds, Undated

box: 17, folder: 90 (Material Type: Text)

Introduction to Probability Theory for Physicists, Undated

box: 17, folder: 91 (Material Type: Text)

Jumps & Correlation, 1997-01-22

box: 17, folder: 92 (Material Type: Text)

Jumps Forecaster & Trader, Undated

box: 17, folder: 93 (Material Type: Text)

Laplace Transform in Space, Undated

box: 17, folder: 94 (Material Type: Text)

Liquidity Reserves, Undated

box: 17, folder: 95 (Material Type: Text)

Long Term Desk Volatility, Undated

box: 17, folder: 96 (Material Type: Text)

Market Span, Undated

box: 17, folder: 97 (Material Type: Text)

Model Risk, 1997-11

box: 17, folder: 98 (Material Type: Text)

Monte Carlo of Randomization, Undated

box: 17, folder: 99 (Material Type: Text)

Monthly Newsletter, 1996-05-16-1996-10-21, inclusive

box: 17, folder: 100 (Material Type: Mixed Materials)

Neuro-Dynamic Programming, Undated

box: 17, folder: 101 (Material Type: Text)

O'Connor Notes, 1989-10-05-1990-08-17, inclusive

box: 17, folder: 102 (Material Type: Text)

One Parameter Exponential Family, Undated

box: 17, folder: 103 (Material Type: Text)

Operators & Options, Undated

box: 17, folder: 104 (Material Type: Text)

Options on Merging Stocks, 1997-09-09

box: 17, folder: 105 (Material Type: Text)

Optimal Static Hedging, Undated

box: 17, folder: 106 (Material Type: Text)

Path-Dependent Options & Local Times, Undated

box: 17, folder: 107 (Material Type: Text)

Karatzas & Shreve, Trivariate Density of Brownian Motion, Its Local and Occupation Times, with Application to Stochastic Control; Annals of Probability 1984, Undated

box: 17, folder: 108 (Material Type: Text)

Path Dependent Arrow Debreu Securities, Undated

box: 17, folder: 109 (Material Type: Text)

Political Risk, Undated

box: 17, folder: 110 (Material Type: Text)

Portfolios of Derivatives, 1998-10-14

box: 17, folder: 111 (Material Type: Text)

Power Options, Undated

box: 17, folder: 112 (Material Type: Text)

Preferences Based Pricing for Real Options, Undated

box: 17, folder: 113 (Material Type: Text)

Pricing Corp. Securities Relative to Options, Undated

box: 17, folder: 114 (Material Type: Text)

Pricing as a Markov Central Problem, Undated

box: 17, folder: 115 (Material Type: Text)

Extent

60 Linear Feet

Process Free Arbitrage, Undated

box: 17, folder: 116 (Material Type: Text)

Extent

60 Linear Feet

Pseudo-European Options, Undated

box: 17, folder: 117 (Material Type: Text)

Extent

60 Linear Feet

Prop Trading, 1997-12-16

box: 17, folder: 118 (Material Type: Text)

Extent

60 Linear Feet

Quadratic Richardson, Undated

box: 17, folder: 119 (Material Type: Text)

Extent

60 Linear Feet