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40000.rar
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这是里面的十篇论文：

1.Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models 作者：Jeannette H.C. Woerner

2．Distinguished Limits of L¶evy-Stable Processes, and Applications to Option Pricing作者：Alvaro Cartea and Sam Howison

3．Analytical Comparisons of Option prices in Stochastic Volatility Models作者：Vicky Henderson

4．A Risk-Neutral Parametric Liquidity Model for Derivatives 作者：David Bakstein, Sam Howison

5 Coupling and Option Price Comparisons in a Jump-Diffusion model 作者：Vicky Henderson, David Hobson

6．Anatomy of extreme events in a complex adaptive system 作者：Paul Jefferies, David Lamper, Neil Johnson

7．An Investigation of Crash Avoidance in a Complex System 作者：Michael Hart, David Lamper, Neil Johnson

8．Designing agent-based market models 作者：Paul Jefferies, Neil Johnson

9．On the Equivalence of Floating and Fixed-Strike Asian Options作者：Vicky Henderson, Rafal Wojakowski

10．A note on the pricing and hedging of volatility derivatives作者：Sam Howison, A. Rafailidis, H.O. Rasmussen

每篇两块钱，不贵吧？
希望对大家有所帮助！

呵呵，相信物超所值！

[此贴子已经被作者于2006-2-18 16:15:40编辑过]