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![]() | Document Date: 2002-04-29 20:14:04Open Document File Size: 139,25 KBShare Result on FacebookCityNew York / Oxford / Tokyo / /CompanyGE / /CountryJapan / / /EventDividend Issuance / /FacilityCarnegie Mellon University / Kyoto University / Columbia University / Hosei University / Institute of Economic Research / University of Michigan / State University / /IndustryTermanalytical solution / closed form solutions / semianalytic solutions / few obvious closed form solutions / /OrganizationColumbia University / Department of Statistics / University of Michigan / Institute of Economic Research / Hosei University / State University / Kyoto University / Carnegie Mellon University / /PersonMarek Musiela / Yoshio Miyahara / Dmitry Kramkov / Peter Carr / Eric Reiner / Forward Suppose / David Heath / Vadim Linetsky / Domino / Tadashi Uratani / Vicky Henderson / Steven Kou / Paul Glasserman / Mark Broadie / Stan Pliska / Ioannis Karatzas / William Shaw / Ryozo Miura / Roy Nicolaides / Dmitry Pugachevsky / Steven Shreve / Georgios Dalakouras / Jan Ve / / /Positione−rT / rT / General / Professor of Mathematical Finance / forward / Associate Professor / /ProvinceOrStateMichigan / North Carolina / /PublishedMediumJournal of Financial and Quantitative Analysis / /Technologysimulation / /SocialTag |