Jump Diffusion Option Valuation in Discrete Time von AMIN, KAUSHIK I.

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Option Trading, Price Discovery, and Earnings News Dissemination von AMIN, KAUSHIK I., LEE, CHARLES M. C.

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Implied volatility functions in arbitrage-free term structure models von Amin, Kaushik I., Morton, Andrew J.

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CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE- TO CONTINUOUS-TIME FINANCIAL MODELS von Amin, Kaushik, Khanna, Ajay

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Option Valuation with Systematic Stochastic Volatility von AMIN, KAUSHIK I., NG, VICTOR K.

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Pricing foreign currency options under stochastic interest rates von Amin, Kaushik I., Jarrow, Robert A.

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Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach von Amin, Kaushik I., Ng, Victor K.

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Pricing Options On Risky Assets In A Stochastic Interest Rate Economy von Amin, Kaushik I., Jarrow, Robert A.

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Can growth hormone really impact aneuploidy rates? von Amin, Ruchi Kaushik, Grimm, Lauren, Rosen, Elisabeth, Beltsos, Angeline, Jeelani, Roohi

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On the Computation of Continuous Time Option Prices Using Discrete Approximations von Amin, Kaushik I.

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A new era in medicine: social media and patient care von Hussain, Anisa, Sehring, Jacqueline, Rosen, Elisabeth, Grimm, Lauren, Esguerra, Jody M., Matevossian, Karine, Amin, Ruchi Kaushik, Jeelani, Roohi, Beltsos, Angeline

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Sequential Development von Amin, Kaushik, Capozza, Dennis R.

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Discrete-Time Valuation of American Options with Stochastic Interest Rates von Amin, Kaushik I., Bodurtha, James N.

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CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS1 von Amin, Kaushik, Khanna, Ajay

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Index Option Prices and Stock Market Momentum von Amin, Kaushik, Coval, Joshua D., Seyhun, H. Nejat

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Pricing Options On Risky Assets In A Stochastic Interest Rate Economy1 von Amin, Kaushik I., Jarrow, Robert A.

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CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS 1 von Amin, Kaushik, Khanna, Ajay

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Pleuritis as a manifestation of reactivation tuberculosis von Antoniskis, Diana, Amin, Kaushik, Barnes, Peter F.

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Systems and methods for extendable swap von WILLOUGHBY SCOTT, AMIN KAUSHIK, ROTHMAN DANIEL J

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Systems and methods for extendable swap von Amin, Kaushik, Willoughby, Scott, Rothman, Daniel J

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