Research Output

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Chapter
2015

Financial analytics and a binomial pricing model

Tapiero, C. S. & Qi, J., 2015, Future perspectives in risk models and finance. Springer New York LLC, p. 287-313 27 p. (International Series in Operations Research and Management Science; vol. 211).

Research output: Chapter in Book/Report/Conference proceedingChapter

Financial modelling and memory: Mathematical system

Tapiero, C. S. & Vallois, P., 2015, Future perspectives in risk models and finance. Springer New York LLC, p. 149-246 98 p. (International Series in Operations Research and Management Science; vol. 211).

Research output: Chapter in Book/Report/Conference proceedingChapter

2014

Dynamic coordination of multiple agents in a class of differential games through a generalized linear reward scheme

Golany, B., Kogan, K. & Tapiero, C. S., 2014, International Series in Operations Research and Management Science. Springer New York LLC, p. 183-201 19 p. (International Series in Operations Research and Management Science; vol. 198).

Research output: Chapter in Book/Report/Conference proceedingChapter

2011

The price of safety and economic reliability

Tapiero, C. S., 2011, Springer Series in Reliability Engineering. Springer-Verlag London Ltd, p. 55-76 22 p. (Springer Series in Reliability Engineering; vol. 34).

Research output: Chapter in Book/Report/Conference proceedingChapter

2008

Alternative characterizations of American put options

Carr, P. P., Jarrow, R. A. & Myneni, R., Jan 1 2008, Financial Derivatives Pricing. World Scientific Publishing Co., p. 85-103 19 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

The stop-loss start-gain paradox and option valuation: A new decomposition into intrinsic and time value

Carr, P. P. & Jarrow, R. A., Jan 1 2008, Financial Derivatives Pricing. World Scientific Publishing Co., p. 61-84 24 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

2007

Forward evolution equations for knock-out options

Carr, P. & Hirsa, A., 2007, Applied and Numerical Harmonic Analysis. 9780817645441 ed. Springer International Publishing, p. 195-217 23 p. (Applied and Numerical Harmonic Analysis; no. 9780817645441).

Research output: Chapter in Book/Report/Conference proceedingChapter