Found: 33
Select item for more details and to access through your institution.
Keng Seng Tan 1970–2023 In Memoriam.
- Published in:
- Annals of Actuarial Science, 2023, v. 17, n. 1, p. 1, doi. 10.1017/S1748499523000040
- By:
- Publication type:
- Article
Power Options in Executive Compensation.
- Published in:
- Journal of Derivatives, 2016, v. 23, n. 3, p. 9, doi. 10.3905/jod.2016.23.3.009
- By:
- Publication type:
- Article
Leverage and Closed-End Bond Funds.
- Published in:
- Journal of Fixed Income, 2015, v. 24, n. 4, p. 47, doi. 10.3905/jfi.2015.24.4.047
- By:
- Publication type:
- Article
Designing a Countercyclical Insurance Program for Systemic Risk.
- Published in:
- Journal of Risk & Insurance, 2012, v. 79, n. 4, p. 963, doi. 10.1111/j.1539-6975.2012.01473.x
- By:
- Publication type:
- Article
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification.
- Published in:
- Management Science, 2012, v. 58, n. 2, p. 253, doi. 10.1287/mnsc.1110.1349
- By:
- Publication type:
- Article
Locally Capped Investment Products and the Retail Investor.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 4, p. 72, doi. 10.3905/jod.2011.18.4.072
- By:
- Publication type:
- Article
Mr. Madoff's Amazing Returns: An Analysis of the Split-Strike Conversion Strategy.
- Published in:
- Journal of Derivatives, 2009, v. 17, n. 1, p. 62, doi. 10.3905/JOD.2009.17.1.062
- By:
- Publication type:
- Article
Robust Stochastic Discount Factors.
- Published in:
- Review of Financial Studies, 2008, v. 21, n. 3, p. 1078, doi. 10.1093/rfs/hhm067
- By:
- Publication type:
- Article
PORTFOLIO MANAGEMENT WITH CONSTRAINTS.
- Published in:
- Mathematical Finance, 2007, v. 17, n. 3, p. 319, doi. 10.1111/j.1467-9965.2007.00306.x
- By:
- Publication type:
- Article
Executive Stock Options and Concavity of the Option Price.
- Published in:
- Journal of Derivatives, 2006, v. 13, n. 4, p. 72, doi. 10.3905/jod.2006.635422
- By:
- Publication type:
- Article
Life after VaR.
- Published in:
- Journal of Derivatives, 2005, v. 13, n. 1, p. 48, doi. 10.3905/jod.2005.580517
- By:
- Publication type:
- Article
PRICING OF NEW SECURITIES IN AN INCOMPLETE MARKET: THE CATCH 22 OF NO-ARBITRAGE PRICING.
- Published in:
- Mathematical Finance, 2001, v. 11, n. 3, p. 267, doi. 10.1111/1467-9965.00115
- By:
- Publication type:
- Article
Derivatives: A PowerPlus Picture Book, Volume One.
- Published in:
- 1999
- By:
- Publication type:
- Book Review
Quadratic Interest Rate Models as Approximations to Effective Rate Models.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 3, p. 69, doi. 10.3905/jfi.1999.319221
- By:
- Publication type:
- Article
Pricing Lookback and Barrier Options under the CEV Process.
- Published in:
- Journal of Financial & Quantitative Analysis, 1999, v. 34, n. 2, p. 241, doi. 10.2307/2676280
- By:
- Publication type:
- Article
Theory and measurement of exotic options in U.S. agricultural support programs.
- Published in:
- American Journal of Agricultural Economics, 1997, v. 79, n. 4, p. 1127, doi. 10.2307/1244270
- By:
- Publication type:
- Article
Quasi-Monte Carlo Methods in Numerical Finance.
- Published in:
- Management Science, 1996, v. 42, n. 6, p. 926, doi. 10.1287/mnsc.42.6.926
- By:
- Publication type:
- Article
Futures and Options: Theory and Applications.
- Published in:
- 1993
- By:
- Publication type:
- Book Review
Option Replication in Discrete Time with Transaction Costs.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 1, p. 271, doi. 10.1111/j.1540-6261.1992.tb03986.x
- By:
- Publication type:
- Article
A NOTE ON STOP LOSS PREMIUMS.
- Published in:
- Journal of Risk & Insurance, 1991, v. 58, n. 3, p. 536, doi. 10.2307/253408
- By:
- Publication type:
- Article
An Algorithm for Computing Values of Options on the Maximum or Minimum of Several Assets.
- Published in:
- Journal of Financial & Quantitative Analysis, 1990, v. 25, n. 2, p. 215, doi. 10.2307/2330825
- By:
- Publication type:
- Article
Karl Borch's Research Contributions to Insurance.
- Published in:
- Journal of Risk & Insurance, 1990, v. 57, n. 2, p. 307, doi. 10.2307/253305
- By:
- Publication type:
- Article
Numerical evaluation of multivariate contingent claims.
- Published in:
- Review of Financial Studies, 1989, v. 2, n. 2, doi. 10.1093/rfs/2.2.241
- By:
- Publication type:
- Article
The Quality Option and Timing Option in Futures Contracts.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1989, v. 44, n. 1, p. 101, doi. 10.1111/j.1540-6261.1989.tb02406.x
- By:
- Publication type:
- Article
Pricing and Hedging Capped Options.
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 1, p. 41, doi. 10.1002/fut.3990090105
- By:
- Publication type:
- Article
A Lattice Framework for Option Pricing with Two State Variables.
- Published in:
- Journal of Financial & Quantitative Analysis, 1988, v. 23, n. 1, p. 1, doi. 10.2307/2331019
- By:
- Publication type:
- Article
Pricing Complex Options: Echo-Bay Ltd. Gold Purchase Warrants.
- Published in:
- Canadian Journal of Administrative Sciences (John Wiley & Sons, Inc.), 1985, v. 2, n. 2, p. 294, doi. 10.1111/j.1936-4490.1985.tb00408.x
- By:
- Publication type:
- Article
An Exact Solution for the Optimal Stop Loss Limit.
- Published in:
- Journal of Risk & Insurance, 1983, v. 50, n. 4, p. 719, doi. 10.2307/252711
- By:
- Publication type:
- Article
Equilibrium Prices of Guarantees Under Equity-Linked Contracts.
- Published in:
- Journal of Risk & Insurance, 1977, v. 44, n. 4, p. 639, doi. 10.2307/251725
- By:
- Publication type:
- Article
Financial Instruments for Retired Homeowners.
- Published in:
- Journal of Risk & Insurance, 1977, v. 44, n. 3, p. 513, doi. 10.2307/252213
- By:
- Publication type:
- Article
RATE OF RETURN AS RANDOM VARIABLES.
- Published in:
- Journal of Risk & Insurance, 1976, v. 43, n. 4, p. 693, doi. 10.2307/252033
- By:
- Publication type:
- Article
A Critique of the Interest-Adjusted Net Cost Index: Comment.
- Published in:
- Journal of Risk & Insurance, 1975, v. 42, n. 3, p. 545, doi. 10.2307/251713
- By:
- Publication type:
- Article
Review of Economics and Insurance: Comment and Author's Reply.
- Published in:
- Journal of Risk & Insurance, 1975, v. 42, n. 1, p. 163, doi. 10.2307/251596
- By:
- Publication type:
- Article