- Appeared in Journal of Chinese Statistical Association, 2004 Optimal Decision for the Squash Player
- PDE Methods for the Maximum Drawdown Libor Pospisil, Jan Vecer
- Pricing Asian Options in a Semimartingale Model Columbia University, Department of Statistics, New York, NY 10027, USA
- On Probabilistic Excitement of Sports Games Jan Vecer, Tomoyuki Ichiba, Mladen Laudanovic,
- A new PDE approach for pricing arith metic average Asian options #
- Maximum Drawdown and Directional Trading Jan Vecer, Columbia University, Department of Statistics, New York, NY 10027, USA
- Unified Pricing of Asian Options Jan Vecer # (vecer@stat.columbia.edu)
- Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects
- Maximum Drawdown and Directional Trading Jan Vecer, Columbia University, Department of Statistics, New York, NY 10027, USA
- Estimating the Effect of the Red Card in Soccer When to Commit an Offense
- On Probabilistic Excitement of Sports Games Jan Vecer, Tomoyuki Ichiba, Mladen Laudanovic,
- Upgrading your passport Steven E. Shreve, Jan Ve ce r
- Drawdowns Preceding Rallies in the Brownian Motion Model
- Pricing Asian Options in a Semimartingale Model # Jan Vecer
- Mean Comparison Theorem cannot be extended to Poisson case
- Insider Trading in Convergent Markets Mattias Jonsson, University of Michigan, Department of Mathematics, Ann Arbor, MI 48109--
- Preventing Portfolio Losses by Hedging Maximum Drawdown
- Mean Comparison Theorem cannot be extended to Poisson case
- Portfolio Sensitivity to the Changes in the Maximum and the Maximum Drawdown
- Preventing Portfolio Losses by Hedging Maximum Drawdown
- Unified Pricing of Asian Options (vecer@stat.columbia.edu)
- Insider Trading in Convergent Markets Mattias Jonsson, University of Michigan, Department of Mathematics, Ann Arbor, MI 48109
- Drawdowns Preceding Rallies in the Brownian Motion Model
- Appeared in Journal of Chinese Statistical Association, 2004 Optimal Decision for the Squash Player
- The Cost of Negative Returns Libor Pospisil, Columbia University, Department of Statistics, New York, NY 10027, USA
- A new PDE approach for pricing arith-metic average Asian options
- FORMULAS FOR STOPPED DIFFUSION PROCESSES WITH STOPPING TIMES BASED
