Series XXXVII: Ideas A-F, 1986-1999, inclusive
Calculus of Variations Approximation of American Put, 1999-06-13
box: 17, folder: 24 (Material Type: Text)
Extent
60 Linear Feet
AMOL Results, 1996-03-28
box: 17, folder: 25 (Material Type: Text)
Extent
60 Linear Feet
Appendix: Useful Facts About Normal Distributions, 1995-02-12
box: 17, folder: 26 (Material Type: Text)
Academic vs. Practitioner Perspectives, Undated
box: 17, folder: 27 (Material Type: Text)
Adding Dividends to a Model, 1997-06-19
box: 17, folder: 28 (Material Type: Text)
Analytic Valuation of Time Dependent Barrier Options, Undated
box: 17, folder: 29 (Material Type: Text)
Approximations, Undated
box: 17, folder: 30 (Material Type: Text)
Arbitrage Pricing vs. Liquidity Trader, Undated
box: 17, folder: 31 (Material Type: Text)
Valuing American Put in BS Model via T(S), Undated
box: 17, folder: 32 (Material Type: Text)
Myneni, Ravi; Notes on the American Equity Put Option, 1989-08-1997-07-29, inclusive
box: 17, folder: 33 (Material Type: Text)
Little, Tom; Untitled - Free Boundary for American Put in BS Model, 1997-11-25
box: 17, folder: 34 (Material Type: Text)
Elliott, Geman & Madan; Beyond the American Put, 1997
box: 17, folder: 35 (Material Type: Text)
Linz, Peter; Numerical Methods for Volterra Integral Equations with Singular Kernels, September 1969, 1998-01-19
box: 17, folder: 36 (Material Type: Text)
Azema Martingales, Undated
box: 17, folder: 37 (Material Type: Text)
From Transforms of Problems to Option Process, Undated
box: 17, folder: 38 (Material Type: Text)
Barrier Options in Non-lognormal Processes, Undated
box: 17, folder: 39 (Material Type: Text)
Binary Calls, Undated
box: 17, folder: 40 (Material Type: Text)
Balter Binomial Model, Undated
box: 17, folder: 41 (Material Type: Text)
Cap Structure, 1997-12-18
box: 17, folder: 42 (Material Type: Text)
Shapiro/Titman, An Integrated Approach to Corporate Risk Management, Undated
box: 17, folder: 43 (Material Type: Text)
Titman, Sheridan; The Effect of Forward Markets on the Debt-Equity Mix of Investor Portfolios and the Optimal Capital Structure of Firms, JFQA March 1985, Undated
box: 17, folder: 44 (Material Type: Text)
Titman, Sheridan; The Effect of Capital Structure on a Firm's Liquidation Decision, JFE 1984, Undated
box: 17, folder: 45 (Material Type: Text)
Madan & Soubra, Design and Marketing of Financial Products, RFS 1991, Undated
box: 17, folder: 46 (Material Type: Text)
Titman, Sheridan; Interest Rate Swaps and Corporate Financing Choices, 1990-06
box: 17, folder: 47 (Material Type: Text)
CEV Dynamics and Randomization, Undated
box: 17, folder: 48 (Material Type: Text)
CAPM & Risk Neutral Pricing, Undated
box: 17, folder: 49 (Material Type: Text)
CEV Barrier Option & Lecture Notes in Statistics by Hans Rudolf Lerche, 1986-1995, inclusive
box: 17, folder: 50 (Material Type: Books)
CIR & AMOL, 1990-12
box: 17, folder: 51 (Material Type: Text)
Concentrated Stock Risk, 1997-12-09
box: 17, folder: 52 (Material Type: Text)
Complex Analysis in Finance, 1998-10-30
box: 17, folder: 53 (Material Type: Text)
Convergence at Binomial Models, Undated
box: 17, folder: 54 (Material Type: Text)
Correlation, 1996-12-05-1997-07-28, inclusive
box: 17, folder: 55 (Material Type: Text)
Credit Risk Paper, Undated
box: 17, folder: 56 (Material Type: Text)
Dividends, 1997-09-25-1997-09-26, inclusive
box: 17, folder: 57 (Material Type: Text)
Dividend Protected Convertible, Undated
box: 17, folder: 58 (Material Type: Text)
Spatially Dependent or Discrete Dividends, Undated
box: 17, folder: 59 (Material Type: Text)
Dynamic Basket Options, 1997-11-07
box: 17, folder: 60 (Material Type: Text)
Options on Fixed Weight Portfolios, US Options on Fixed Share Portfolios, Undated
box: 17, folder: 61 (Material Type: Text)
Duality Between Volatility & Options, 1998-04-30
box: 17, folder: 62 (Material Type: Text)
Electricity Derivatives, Undated
box: 17, folder: 63 (Material Type: Text)
Entropy Maximization, 1996-12-19
box: 17, folder: 64 (Material Type: Text)
Exponential Polynomials, Undated
box: 17, folder: 65 (Material Type: Text)
Feynman-Kac, Undated
box: 17, folder: 66 (Material Type: Text)
FIJI, 1996-11-1998-09-28, inclusive
box: 17, folder: 67 (Material Type: Text)
Jarrow & Madan, Hedging Contingent Claims on Semimartingales, Undated
box: 17, folder: 68 (Material Type: Text)
Filtering Volatility, 1997-02-11
box: 17, folder: 69 (Material Type: Text)
Forward PDC's, Undated
box: 17, folder: 70 (Material Type: Text)
Future Valuation Theory, Undated
box: 17, folder: 71 (Material Type: Text)
