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 |
0 |
0 |
2 |
513 |
0 |
2 |
11 |
1,102 |
| One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities |
1 |
3 |
13 |
322 |
5 |
11 |
40 |
714 |
| Pricing Interest-Rate-Derivative Securities |
2 |
3 |
17 |
2,496 |
9 |
18 |
61 |
4,978 |
| The Pricing of Options on Assets with Stochastic Volatilities |
1 |
7 |
20 |
3,473 |
7 |
42 |
114 |
6,451 |
| The Use of the Control Variate Technique in Option Pricing |
0 |
0 |
0 |
122 |
0 |
3 |
13 |
343 |
| The impact of default risk on the prices of options and other derivative securities |
1 |
1 |
3 |
538 |
1 |
7 |
21 |
1,078 |
| The relationship between credit default swap spreads, bond yields, and credit rating announcements |
0 |
6 |
23 |
1,374 |
5 |
24 |
98 |
3,629 |
| Valuing Derivative Securities Using the Explicit Finite Difference Method |
1 |
1 |
5 |
244 |
1 |
2 |
21 |
601 |
| Total Journal Articles |
6 |
21 |
83 |
9,082 |
28 |
109 |
379 |
18,896 |
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