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Steven Posner
Steven Posner
Dirección de correo verificada de alumni.princeton.edu
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Asian options, the sum of lognormals, and the reciprocal gamma distribution
MA Milevsky, SE Posner
Journal of financial and quantitative analysis 33 (3), 409-422, 1998
3631998
The titanic option: valuation of the guaranteed minimum death benefit in variable annuities and mutual funds
MA Milevsky, SE Posner
Journal of Risk and Insurance, 93-128, 2001
2422001
Rates of convergence of nearest neighbor estimation under arbitrary sampling
SR Kulkarni, SE Posner
IEEE Transactions on Information Theory 41 (4), 1028-1039, 1995
1621995
A closed-form approximation for valuing basket options
MA Milevsky, SE Posner
Journal of Derivatives 5, 54-61, 1998
1481998
Valuing exotic options by approximating the SPD with higher moments
SE Posner, MA Milevsky
The Journal of Financial Engineering 7 (2), 1998
991998
Covering numbers for real-valued function classes
PL Bartlett, SR Kulkarni, SE Posner
IEEE transactions on information theory 43 (5), 1721-1724, 1997
721997
The pricing of event risks with parameter uncertainty
KA Froot, SE Posner
The Geneva Papers on Risk and Insurance Theory 27, 153-165, 2002
482002
A continuous-time reexamination of dollar-cost averaging
MA Milevsky, SE Posner
international journal of theoretical and applied finance 6 (02), 173-194, 2003
342003
Data-dependent k/sub n/-NN and kernel estimators consistent for arbitrary processes
SR Kulkarni, SE Posner, S Sandilya
IEEE Transactions on Information Theory 48 (10), 2785-2788, 2002
242002
Issues in the pricing of catastrophe risk
KA Froot, S Posner
Trade Notes, Marsh & McLennan Securities, 2000
202000
Another moment for the average option
MA Milevsky, SE Posner
Derivatives Quarterly 5, 47-54, 1999
101999
Universal prediction of nonlinear systems
SR Kulkarni, SE Posner
Proceedings of 1995 34th IEEE Conference on Decision and Control 4, 4024-4029, 1995
91995
Can Collars Reduce Retirement Sequencing Risk? Analysis of Portfolio Longevity Extension Overlays (LEO)
MA Milevsky, SE Posner
The Journal of Retirement 1 (4), 46-56, 2014
82014
Dollar-cost average options, Brownian bridges and behavioral finance
MA Milevsky, SE Posner
Working paper, September 21, 2001, http://search. msn. com/preview. aspx, 1999
81999
On-line learning of functions of bounded variation under various sampling schemes
SE Posner, SR Kulkarni
Proceedings of the sixth annual conference on Computational learning theory …, 1993
61993
A Continuous-Time re-Examination of the Inefficiency of Dollar-Cost Averaging
MA Milevsky, SE Posner
SSBFIN-9901, 1999
51999
Nonparametric output prediction for nonlinear fading memory systems
SR Kulkarni, SE Posner
IEEE transactions on automatic control 44 (1), 29-37, 1999
51999
Option-adjusted equilibrium valuation of guaranteed minimum death benefits in variable annuities
MA Milevsky, SE Posner
Working Paper No. SSB 6-99, 1999
41999
A theoretical investigation of randomized asset allocation strategies
MA Milevsky, SE Posner
Applied Mathematical Finance 5 (2), 117-130, 1998
31998
Nonparametric estimation, regression, and prediction under minimal regularity conditions
SE Posner
Princeton University, 1995
31995
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Artículos 1–20