Items where Author is "Wojakowski, R M"

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Number of items: 23.

Journal Article

Ebrahim, Shahid and Shackleton, M B and Wojakowski, R M (2011) Participating mortgages and the efficiency of financial intermediation. Journal of Banking and Finance, 35 (11). pp. 3042-3054. ISSN 0378-4266

Henderson, Vicky and Hobson, D and Shaw, W and Wojakowski, R M (2007) Bounds for in-progress floating-strike Asian options using symmetry. Annals of Operations Research, 151 (1). pp. 81-98. ISSN 0254-5330

Shackleton, M B and Wojakowski, R M (2007) Finite maturity caps and floors on continuous flows. Journal of Economic Dynamics and Control, 31 (12). pp. 3843-3859. ISSN 0165-1889

Shackleton, M B and Tsekrekos, A and Wojakowski, R M (2004) Strategic entry and market leadership in a two-player real options game. Journal of Banking and Finance, 28 (1). pp. 179-201. ISSN 0378-4266

Chung, S L and Shackleton, M B and Wojakowski, R M (2003) Efficient quadratic approximation of floating strike Asian option values. Finance, 24 (1). pp. 49-62. ISSN 0752-6180

Henderson, V and Wojakowski, R M (2002) On the equivalence of floating- and fixed-strike Asian options. Journal of Applied Probability, 39 (2). pp. 391-394.

Shackleton, M B and Wojakowski, R M (2002) The expected return and exercise time of Merton-style real options. Journal of Business Finance and Accounting, 29 (3-4). pp. 541-555. ISSN 1468-5957

Shackleton, M B and Wojakowski, R M (2001) On the expected payoff and true probability of European options. Applied Economics Letters, 8 (4). pp. 269-271. ISSN 1350-4851

Quittard-Pinon, F and Wojakowski, R M (1994) Sur la structure par terme et des options (on term structure and options), in French. Note de recherche GRID No 94-10, Ecole Normale Superieure.

Wojakowski, R M and Shackleton, M B (2001) On option expected returns. In: Mathematical Finance :. Birkhauser, Boston, pp. 365-374. ISBN 3764365536

Shackleton, M B and Wojakowski, R M (2001) Reversible real options. In: Mathematical Finance :. Birkhauser, Boston, pp. 339-344. ISBN 3764365536

Wojakowski, R M (1997) Couverture dynamique optimale du risque de change de long terme pour une entreprise (Hedging level risk for a firm). In: 14ème Conférence Internationale de Finance: AFFI Conference Proceedings (Ecole Supérieure des Affaires, Grenoble, Association Française de Finance :. unknown, N/A, pp. 1-20.

Chesney, M and Marois, B and Wojakowski, R M (1997) Options de change: évaluation (Foreign exchange options: Pricing). In: Encyclopédie des Marchés Financiers :. Economica, Paris, pp. 1398-1422. ISBN 271783043X

Shackleton, M B and Wojakowski, R M (2001) Flow options: continuous real caps and floors. Working Paper. The Department of Accounting and Finance, Lancaster University.

Chung, S L and Shackleton, M B and Wojakowski, R M (2000) Efficient quadratic approximation of floating strike Asian option values. Working Paper. The Department of Accounting and Finance, Lancaster University.

Henderson, V and Wojakowski, R M (2000) On the equivalence of floating and fixed-strike Asian options. Working Paper. The Department of Accounting and Finance, Lancaster University.

Shackleton, M B and Wojakowski, R M (2000) The expected return and exercise time of Merton-style real options. Working Paper. The Department of Accounting and Finance, Lancaster University.

Shackleton, M B and Wojakowski, R M (1999) On the expected payoff and true probability of exercise of European options. Working Paper. The Department of Accounting and Finance, Lancaster University.

Wojakowski, R M (1998) Hedging level risk for a firm in incomplete markets. Working Paper. The Department of Accounting and Finance, Lancaster University.

Chesney, M and Marois, B and Wojakowski, R M (1995) Les Options de Change: Evaluation et Utilisation. Gestion, Série: Politique générale, Finance et Marketing . Economica, Paris. ISBN 2717829679

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