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Wojakowski, Rafal M.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,531 |
Total
Citations
21 |
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1.
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Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance Wojakowski, Rafal M.
Lancaster University - Management School
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16 Mar 02
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Last Revised:
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22 Jan 13
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635
(18,399)
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2
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Real options, Intertemporal optimal exchange, Two-player stochastic game, Expected active times and probabilities
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2.
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Henderson, Vicky
University of Oxford - Oxford Man Institute Wojakowski, Rafal M.
Lancaster University - Management School
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13 Dec 01
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Last Revised:
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09 Mar 08
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342
(41,227)
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5
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Asian option, floating-strike Asian option, put call symmetry, change of numeraire, time reversal, Brownian motion
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3.
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Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Wojakowski, Rafal M.
Lancaster University - Management School
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22 Mar 02
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Last Revised:
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09 Mar 08
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279
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4
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Finite maturity, caps and floors, continuous flows, time integral of options, implied volatilities
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4.
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Ebrahim, Muhammed Shahid
Bangor University - University of Wales System Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Wojakowski, Rafal M.
Lancaster University - Management School
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100
(135,051)
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3
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Participating Mortgage (PM), Shared Appreciation Mortgage (SAM), Shared Income Mortgage (SIM), Shared Equity Mortgage (SEM), Profit Caps and Floors.
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5.
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Continuous Workout Mortgages
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Versions (3)
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hide multiple versions |
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Shiller, Robert J.
Yale University - Cowles Foundation Wojakowski, Rafal M.
Lancaster University - Management School Ebrahim, Muhammed Shahid
Bangor University - University of Wales System Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
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Posted:
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23 Apr 11
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Last Revised:
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09 May 11
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94
(140,836)
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2
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Shiller, Robert J.
Yale University - Cowles Foundation Wojakowski, Rafal M.
Lancaster University - Management School Ebrahim, Muhammed Shahid
Bangor University - University of Wales System Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
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10
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2
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Shiller, Robert J.
Yale University - Cowles Foundation Wojakowski, Rafal M.
Lancaster University - Management School Ebrahim, Muhammed Shahid
Bangor University - University of Wales System Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
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44
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Continuous Workout Mortgage (CWM), Repayment, Interest-only, House price index, Prepayment intensity, Cap and floor on continuous flow
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Shiller, Robert J.
Yale University - Cowles Foundation Wojakowski, Rafal M.
Lancaster University - Management School Ebrahim, Muhammed Shahid
Bangor University - University of Wales System Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
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40
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2
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Continuous Workout Mortgage (CWM), Repayment, Interest-only, House price index, Prepayment intensity, Cap and floor on continuous flow
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6.
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Evaluating Natural Resource Investments Under Different Model Dynamics: Managerial Insights
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Show Abstracts |
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Versions (1)
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hide multiple versions |
Export Bibliographic Info |
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Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Wojakowski, Rafal M.
Lancaster University - Management School
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Posted:
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06 May 11
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Last Revised:
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28 Aug 12
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44
(211,516)
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Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Wojakowski, Rafal M.
Lancaster University - Management School
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| Posted: |
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06 May 11
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Last Revised:
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28 Aug 12
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44
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Natural resource investment, Real options, Factor models, Commodity prices, least–squares Monte Carlo simulation
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7.
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Wojakowski, Rafal M.
Lancaster University - Management School Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
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37
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5
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8.
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Ebrahim, Muhammed Shahid
Bangor University - University of Wales System Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Wojakowski, Rafal M.
Lancaster University - Management School
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| Posted: |
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01 Dec 10
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Last Revised:
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11 Apr 11
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9.
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Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Wojakowski, Rafal M.
Lancaster University - Management School
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Rate of return on option, Actual probability, Change of numeraire, True probability of exercise, Put call parity
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10.
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Henderson, Vicky
University of Oxford - Oxford Man Institute Hobson, David
affiliation not provided to SSRN Shaw, William
King's College, London Wojakowski, Rafal M.
Lancaster University - Management School
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Asian options, Floating strike Asian options, Put call symmetry, Bounds, Change of numéraire
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