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Wojakowski, Rafal M.


 SSRN Author Rank: 16,579 by Downloads
 Reader in Finance
 

University of Surrey


 Faculty of Business, Economics and Law
 The Surrey Business School
 Guildford, Surrey GU2 7XH
 United Kingdom
 +44 1483 683477 (Phone)
 HOME PAGE: http://www.surrey.ac.uk/sbs/people/rafal_wojakowski/index.htm
 email address
 

Lancaster University - Management School


 Lancaster, LA1 4YX
 United Kingdom
 +44 (1524) 593630 (Phone)
 (01524) 847321 (Fax)
 HOME PAGE: http://www.lums.lancs.ac.uk/profiles/rafal-wojakowski/
 email address

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. Wojakowski, Rafal M.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,616
Total
Citations
25
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Strategic Entry and Market Leadership in a Two-Player Real Options Game | Show Abstract | Download |
Journal of Banking and Finance, Vol. 28, No. 1, 2004
Working Paper Series
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
Posted:
16 Mar 02
Last Revised:
22 Jan 13
654
(21,804)
3

2.  
On the Equivalence of Floating and Fixed-Strike Asian Options | Show Abstract | Download |
Journal of Applied Probability, Vol. 39, No. 2, pp. 391--394, 2002, LUMS Working Paper No. 2001/005
Working Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
13 Dec 01
Last Revised:
09 Mar 08
359
(47,476)
6

3.  
Finite Maturity Caps and Floors on Continuous Flows | Show Abstract | Download |
Journal of Economic Dynamics and Control, Vol. 31, No. 12, pp. 3843-3859, 2007
Working Paper Series
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
22 Mar 02
Last Revised:
09 Mar 08
283
(62,824)
5

4.   Incl. Electronic Paper
Ebrahim, Muhammed Shahid
Durham Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
06 Mar 08
Last Revised:
04 Aug 13
123
(138,840)
3

5.   Incl. Electronic Paper
Shiller, Robert J.
Yale University - Cowles Foundation
Wojakowski, Rafal M.
Lancaster University - Management School
Ebrahim, Muhammed Shahid
Durham Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
23 Apr 11
Last Revised:
09 May 11
112
(149,065)
2

6.   Incl. Electronic Paper
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
Posted:
06 May 11
Last Revised:
28 Aug 12
48
(243,227)
1

7.  
The Expected Return and Exercise Time of Merton-style Real Options | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 29, pp. 541-555, 2002
Accepted Paper Series
Wojakowski, Rafal M.
Lancaster University - Management School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
17 May 02
37
(269,478)
5

8.  
Continuous Workout Mortgages, Refinancing and Prepayments | Show Abstract |
46th Annual AREUEA Conference Paper
Working Paper Series
Ebrahim, Muhammed Shahid
Durham Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
01 Dec 10
Last Revised:
11 Apr 11
 

9.  
On the Expected Payoff and True Probability of Exercise of European Options | Show Abstract |
Applied Economics Letters, Vol. 8, No. 4, 2001
Accepted Paper Series
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
06 Mar 08
 

10.  
Bounds for In-Progress Floating-Strike Asian Options Using Symmetry | Show Abstract |
Annals of Operation Research, Vol. 151, No. 1, 2007
Accepted Paper Series
Henderson, Vicky
University of Oxford - Oxford Man Institute
Hobson, David
University of Warwick
Shaw, William
King's College, London
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
06 Mar 08
 


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