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Performativity in Financial Economics
– Donald Mackenzie
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7
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Inside Information And Stock Fluctuations
– Xin Guo
- 1999
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and mathematical finance the early years,
– Robert Jarrow, Philip Protter
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Game-Theoretic Probability in Finance
– n.n.
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When the "bull" meets the "bear" - A first passage time problem for a hidden Markov process
– Xin Guo
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2
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Closed-form solutions for perpetual American Put options with regime switching
– X. Guo, Q. Zhang
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Financial regime-switching vector auto-regression
– Mark S. Tenney
- 2005
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1
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Weak Solutions For The Valuation Of American Options, I: Uniqueness And Equivalence
– Lori Badea, Junping Wang
- 1997
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Valuing Real Options without a Perfect Spanning Asset
– Vicky Henderson
- 2004
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1
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A Study of Inaction in Investment Games via the Early Exercise Premium Representation
– Doriana Ru No, Jonathan Treussard
- 2006
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1
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Investment hysteresis under stochastic interest rates
– José Carlos Dias, Mark B. Shackleton
- 2005
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5
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Static Hedging of Timing Risk
– Peter Carr, Morgan Stanley, Raphael Douady, Keith Lewis
- 1999
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27
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Alternative Characterizations of American Put Options
– Peter Carr, Robert Jarrow, Ravi Myneni, Damien Lamberton, Larry Merville, Stephen Ross, David Shimko, Chester Spatt, John Strain
- 1992
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34
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Randomization and the American Put
– Peter Carr, Morgan Stanley
- 1998
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26
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The Russian Option: Reduced Regret
– Larry Shepp, A.N. Shiryaev
- 1993
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18
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Risk vs. Profit-Potential; A Model for Corporate Strategy
– Roy Radner
- 1996
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74
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Asset pricing at the millennium
– John Y. Campbell
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BULLETIN (New Series) OF THE AMERICAN MATHEMATICAL SOCIETY
– unknown authors
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Les organisations-partenaires / The Partner Organizations
– Mark Broadie, Jérôme Detemple, Eric Ghysels, Olivier Torrès, Octobre Cirano, École Des Hautes Études Commerciales
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