Rajna Gibson

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Modeling the term structure of interest rates: a review of the literature
Foundations and Trends® in Finance
2011-01-24Paper
Stock options and managers' incentives to cheat
Review of Derivatives Research
2009-06-19Paper
Model misspecification analysis for bond options and Markovian hedging strategies
Review of Derivatives Research
2007-12-05Paper
Technical analysis techniques versus mathematical models: boundaries of their validity domains2006-08-28Paper
ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS1
Mathematical Finance
1998-01-21Paper


Research outcomes over time


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