Access Statistics for Alan White
Author contact details at EconPapers.
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Hedging the risks from writing foreign currency options |
1 |
1 |
3 |
514 |
2 |
3 |
13 |
1,105 |
| One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities |
2 |
4 |
12 |
325 |
2 |
8 |
37 |
717 |
| Pricing Interest-Rate-Derivative Securities |
0 |
3 |
14 |
2,497 |
5 |
23 |
68 |
4,992 |
| The Pricing of Options on Assets with Stochastic Volatilities |
0 |
2 |
14 |
3,474 |
2 |
11 |
104 |
6,455 |
| The Use of the Control Variate Technique in Option Pricing |
0 |
0 |
0 |
122 |
0 |
0 |
13 |
343 |
| The impact of default risk on the prices of options and other derivative securities |
0 |
1 |
3 |
538 |
1 |
2 |
22 |
1,079 |
| The relationship between credit default swap spreads, bond yields, and credit rating announcements |
2 |
3 |
22 |
1,377 |
2 |
9 |
86 |
3,633 |
| Valuing Derivative Securities Using the Explicit Finite Difference Method |
0 |
1 |
3 |
244 |
0 |
1 |
19 |
601 |
| Total Journal Articles |
5 |
15 |
71 |
9,091 |
14 |
57 |
362 |
18,925 |
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