Abu Dhabi
United Arab Emirates
Khalifa University
SSRN RANKINGS
in Total Papers Downloads
Boltzmann Equation, Dirac Delta, Function of Random Variables, Conservation, Heaviside Function, Integral Operator, Integro-differential Equations, Call Option
spread trading, optimal stopping, OU process, free-boundary problem, local timespace calculus, integral equation
American put option, geometric Brownian motion, optimal stopping, free-boundary problem, integral equation
Barrier reverse convertible claim, call provision, American put option, geometric Brownian motion, optimal stopping, free-boundary problem, early redemption discount, integral equation
Stochastic Volatility, VIX, Generalized 3/2 and 1/2 Models, Generalized Mixture Models, American Options, Exercise Premium, Exercise Boundaries, Integral Equations, Local Time
green energy, wind plant, gas-fired plant, real options, subsidy, regulation uncertainty
Credit lines, Pecuniary externality, Welfare analysis, Bubble formation.
American swaption, swaption, swap, linear-rational term structure model, polynomial diffusion, optimal stopping, free-boundary problem, local time-space calculus, integral equation
American capped option, optimal stopping, geometric Brownian motion, free-boundary problem, local time, integral equation
IRA, EPA, carbon capture and sequestration, green energy, carbon tax, real options.
Technology choice, wind plant, new gas plant, liquidation, inaction, mean reversion, differentiable volatility function, investment regions, boundaries, Fredholm equations, EIP-EAP representation
