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Mark Rubinstein
The Recovery Theorem
A Discrete-Time Approach to Evaluate Path-Dependent Derivatives in a Regime-Switching Risk Model
Module Outline
(Very) Sophisticated Heuristics, Never the Black– Scholes–Merton Formula1
Mark Rubinstein
Managerial Responses to Incentives: Control of Firm Risk, Derivative Pricing Implications, and Outside Wealth Management
Curriculum Vitae Stephen A. Ross
Looking Out, Locking In: Financial Models and the Social Dynamics of Arbitrage Disasters
On the Accounting Valuation of Employee Stock Options
Course Syllabus
In Memoriam Stephen A. Ross (1944-2017)
Mark Rubinstein
The Risk Revolution
Option Pricing in the Real World: a Generalized Binomial Model with Applications to Real Options1
Pricing Options Using Trinomial Lattice Method
Vysoké Učení Technické V Brně Exotic Options And
Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula
The Singular Points Method for Pricing Exotic Path-Dependent Options
Top View
History Written by the Losers Foreword to Pablo Triana’S Lecturing Birds How to Fly Nassim Nicholas Taleb
A Lattice Framework for Option Pricing with Two State Variables
Remembering Mark Rubinstein
Modeling Sequential R&D Investments: a Binomial Compound Option
On the Relation Between Binomial and Trinomial Option Pricing Models
A History of the Theory of Investments
Options Markets
Constructing a Market, Performing Theory: the Historical Sociology of a Financial Derivatives Exchange1
A CHOOSER OPTION and ITS PRICING Raimonda Martinkutė-Kaulienė 1. Introduction
Econ Zzz Title
Financial Economics Under Symmetric Information
A Synthesis of Binomial Option Pricing Iviodels for Lognormaiiy Distributed Assets
Stephen A. Ross
Applications of Recombining Stochastic Volatility Trees
OPTION PRICING: a SIMPLIFIED APPROACH* John C. COX
Survey of Finance Theory I