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Publications by Joel Reneby

Stock Options as Barrier Contingent Claims

Applied Mathematical Finance

Applied Mathematics

English

Estimating Structural Bond Pricing Models

SSRN Electronic Journal

English

Related publications

Proportional Rules for State Contingent Claims

International Journal of Game Theory

Social Sciences

English

Accounting for Employee Stock Options as Contingencies

Journal of Applied Business Research

International Management

English

Contingent-Claim-Based Expected Stock Returns

SSRN Electronic Journal

English

Insurance Guaranty Schemes in a Contingent Claims Setting

Zeitschrift für die gesamte Versicherungswissenschaft

English

Pricing and Hedging Contingent Claims With Regime Switching Risk

Communications in Mathematical Sciences

Applied Mathematics

English

Mortality Contingent Claims, Health Care, and Social Insurance

English

Continuous Barrier Range Options

Journal of Derivatives & Hedge Funds

English

Executive Stock Options and Manipulated Stock-Price Performance

International Review of Finance

English

Reflected Forward Backward Stochastic Differential Equations and Contingent Claims

IFIP Advances in Information and Communication Technology

Computer Networks

Information Systems

English