Selected Entire List   Neumann, Dimitri  SSRN Author Rank: 20,455 by Downloads   Centrum voor Wiskunde en Informatica (CWI)  P.O.Box 94079  MAS  NL-1090 GB Amsterdam  Netherlands  +31(20)5924102 (Phone)  +31(20)5924199 (Fax)  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Neumann, Dimitri's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 1,042 Total Citations 24 Papers (5) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk | Show Abstract Hide Abstract | Download | SEN Working Paper No. R0202 Working Paper Series Hoogland, Jiri Centrum voor Wiskunde en Informatica (CWI) Neumann, Dimitri Centrum voor Wiskunde en Informatica (CWI) Vellekoop, Michel University of Twente - Department of Applied Mathematics Posted: 14 Mar 02 305 (47,182) 1 option pricing, jump diffusion, local scale invariance, homogeneity, partial differential difference equations 2.   Asians and Cash Dividends: Exploiting Symmetries in Pricing Theory | Show Abstract Hide Abstract | Download | Centrum voor Wiskunde en Informatica, MAS Working Paper No. R0019 Working Paper Series Hoogland, Jiri Centrum voor Wiskunde en Informatica (CWI) Neumann, Dimitri Centrum voor Wiskunde en Informatica (CWI) Posted: 14 Aug 00 203 (73,614) 4 3.   Scaling Invariance and Contingent Claim Pricing II: Path-Dependent Contingent Claims | Show Abstract Hide Abstract | Download | Centrum voor Wiskunde en Informatica, MAS Working Paper No. R9919 Working Paper Series Hoogland, Jiri Centrum voor Wiskunde en Informatica (CWI) Neumann, Dimitri Centrum voor Wiskunde en Informatica (CWI) Posted: 17 Nov 99 189 (78,925) 7 4.   Scaling Invariance and Contingent Claim Pricing | Show Abstract Hide Abstract | Download | Centrum voor Wiskunde en Informatica, MAS Working Paper No. R9914 Working Paper Series Hoogland, Jiri Centrum voor Wiskunde en Informatica (CWI) Neumann, Dimitri Centrum voor Wiskunde en Informatica (CWI) Posted: 17 Nov 99 183 (81,446) 10 5.   Tradable Schemes | Show Abstract Hide Abstract | Download | Centrum voor Wiskunde en Informatica, MAS WP No. R0024 Working Paper Series Hoogland, Jiri Centrum voor Wiskunde en Informatica (CWI) Neumann, Dimitri Centrum voor Wiskunde en Informatica (CWI) Posted: 12 Oct 00 162 (91,244) 2 Records 1 - 5 of 5 matches [ 1 ]

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