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文件名: Linetsky Papers.zip |
本附件包括：- Intensity-based Valuation of Residential Mortgages_ An Analytically Tractable Model.pdf
- Lookback Options and Diffusion Hitting Times_ A Spectral Expansion Approach.pdf
- On the Transition Densities for Reflected Diffusions.pdf
- Pricing Equity Derivatives subject to Bankruptcy,.pdf
- Pricing Options in Jump-Diffusion Models_ An Extrapolation Approach.pdf
- Pricing Options on Scalar Diffusions_ An Eigenfunction Expansion Approach.pdf
- Spectral Expansions for Asian (Average Price) Options.pdf
- Step Options.pdf
- Steps to the Barrier.pdf
- Structuring, Pricing and Hedging Double Barrier Step Options.pdf
- The Path Integral Approach to Financial Modeling and Options Pricing.pdf
- The Spectral Decomposition of the Option Value.pdf
- The Spectral Representation of Bessel Processes with Drift_ Applications in Queueing and Finance.pdf
- The Valuation and Hedging of Barrier and Lookback Options under the CEV Process.pdf
- The Valuation of Executive Stock Options in an Intensity-Based Framework.pdf
- A Jump to Default Extended CEV Model_ An Application of Bessel Processes.pdf
- Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates.pdf
- Exotic Spectra.pdf
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