… Given that much of the world has recently witnessed record low interest rates, and many
nations are still at record high valuations for real estate, significant risks exist for losses in this …

… I feel especially grateful to my coauthors, Gloria Soto and Natalia Beliaeva, who have very
patiently and steadfastly pursued this book with me over the past three years. A special thanks …

… In this article, Beliaeva and Nawalkha show how to get around the problem by transforming
the returns process tO create two uncorrelated path~independent trees for returns and …

This article shows how to price American interest rate options under the exponential jumps-extended
Vasicek model, or the Vasicek-EJ model. We modify the Gaussian jump-diffusion …

The antiviral drug arbidole reduces influenza and acute respiratory diseases (ARD) in
children by 1.5-2 times when given in a dose of 0.1-0.2 g 2-3 or 5 times a week, by making …

… Beliaeva NA …

… to 1 mM Na 2 S produced ergothioneine at the same rate as a reaction containing 50 mM Na
2 S (entry 8, Table 1). By contrast, reactions containing either S 8 or 1 mM Na 2 S were 100- …

This paper presents a new transform-based approach for path-independent lattice construction
for pricing American options under low-dimensional stochastic volatility models. We …

We derive expected bond return equations for various structural credit valuation models
with alternative stochastic processes and boundary conditions for default given in Merton [1974], …

This dissertation develops efficient lattice procedures for pricing American options under
stochastic volatility models, and stochastic volatility models extended with jumps in asset returns…