Steven E. Posner

Morgan Stanley - United Kingdom Office

Cabot Square, Canary Whart

London, E14 4QW

United Kingdom

SCHOLARLY PAPERS

7

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CITATIONS
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Top 30,871

in Total Papers Citations

7

Scholarly Papers (7)

1.

Closed-Form Analytic Pricing and Hedging of Arithmetic Asian Options using a Reciprocal Gamma Distribution

Number of pages: 17 Posted: 06 Jun 1997
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office
Downloads 1,262 (11,745)

Abstract:

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2.

Option-Adjusted Equilibrium Valuation of Guaranteed Minimum Death Benefits in Variable Annuities

Working Paper No. SSB 6-99
Number of pages: 31 Posted: 05 Jul 1999
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office
Downloads 623 (32,144)

Abstract:

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3.

A Continuous-Time Re-examination of the Inefficiency of Dollar-Cost Averaging

SSBFIN-9901
Number of pages: 28 Posted: 19 Feb 1999
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office
Downloads 607 (29,418)
Citation 2

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4.

The Pricing of Event Risks with Parameter Uncertainty

NBER Working Paper No. w8106
Number of pages: 17 Posted: 03 Feb 2001 Last Revised: 20 Oct 2010
Kenneth Froot and Steven E. Posner
National Bureau of Economic Research (NBER) and Morgan Stanley - United Kingdom Office
Downloads 56 (300,576)
Citation 5

Abstract:

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5.

Asian Options, the Sum of Lognormals and the Reciprocal Gamma Distribution

Journal of Financial and Quantitative Analysis, September 1998
Posted: 10 Aug 1998
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office

Abstract:

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6.

Valuing Exotic Options by Approximating the SPD with Higher Moments

The Journal of Financial Engineering, Vol. 7, No. 2, June 1998
Posted: 10 Aug 1998
Steven E. Posner and Moshe A. Milevsky
Morgan Stanley - United Kingdom Office and York University - Schulich School of Business

Abstract:

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7.

Is Random Time Diversification a Substitute for Static Space Diversification?

SSB-96-01
Posted: 25 Jun 1998
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office

Abstract:

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