Peter W. Buchen

The University of Sydney - School of Mathematics and Statistics

Sydney, New South Wales 2006

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

187

CITATIONS

2

Scholarly Papers (3)

1.

Passport Options: Continuous and Binomial Models

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 32 Posted: 09 Dec 2010 Last Revised: 17 Feb 2011
Hamish Malloch and Peter W. Buchen
The University of Sydney and The University of Sydney - School of Mathematics and Statistics
Downloads 172 (171,900)
Citation 2

Abstract:

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Passport Options, Binomial Models

2.

A New Method of Pricing Lookback Options

Mathematical Finance, Vol. 15, No. 2, pp. 245-259, April 2005
Number of pages: 15 Posted: 23 Mar 2005
Peter W. Buchen and Otto Konstandatos
The University of Sydney - School of Mathematics and Statistics and The University of Sydney - School of Mathematics and Statistics
Downloads 15 (544,172)
Citation 1
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3.

The Maximum Entropy Distribution of an Asset Inferred from Option Prices

J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, March 1996
Posted: 03 May 2000
Peter W. Buchen and Michael Kelly
The University of Sydney - School of Mathematics and Statistics and Western Sydney University

Abstract:

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