This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Publications by members of School of Management New Jersey Institute of Technology Newark, New Jersey (United States)
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service . Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members . Register yourself . This page is updated in the first days of each month. | Working papers | Journal articles |Working papers Undated material is listed at the end 1995 Laurence K. Eisenberg, 1995.
"Connectivity and Financial Network Shutdown ,"
Working Papers
95-04-041, Santa Fe Institute.
1991 Babbel, D.F. & Eisenberg, L.K., 1991.
"Generalized put-Call parity ,"
Weiss Center Working Papers
23-91, Wharton School - Weiss Center for International Financial Research.
David F. Babbel & Laurence K. Eisenberg, 1991.
"Quantity-adjusting options and forward contracts ,"
Working Paper
91-15, Federal Reserve Bank of Atlanta.
Laurence K. Eisenberg & Robert A. Jarrow, 1991.
"Option pricing with random volatilities in complete markets ,"
Working Paper
91-16, Federal Reserve Bank of Atlanta.
David F. Babbel & Laurence K. Eisenberg, 1991.
"Generalized put-call parity ,"
Working Paper
91-9, Federal Reserve Bank of Atlanta.
Babbel, D.F. & Eisenberg, L.K., 1991.
"Quantity-Adjusting Options and Forward Contracts ,"
Weiss Center Working Papers
29-91, Wharton School - Weiss Center for International Financial Research.
Babbel, D.F. & Eisenberg, L.K., 1991.
"Quantity-adjusting Options and Forward Contracts ,"
Weiss Center Working Papers
24-91, Wharton School - Weiss Center for International Financial Research.
Undated David F. Babbel & Laurence K. Eisenberg, .
"Quantity-Adjusting Options and Forward Contracts (Revised: 29-91) ,"
Rodney L. White Center for Financial Research Working Papers
24-91, Wharton School Rodney L. White Center for Financial Research.
David F. Babbel & Laurence K. Eisenberg, .
"Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041) ,"
Rodney L. White Center for Financial Research Working Papers
29-91, Wharton School Rodney L. White Center for Financial Research.
David F. Babbel & Laurence K. Eisenberg, .
"Generalized Put-Call Parity (Reprint 040) ,"
Rodney L. White Center for Financial Research Working Papers
23-91, Wharton School Rodney L. White Center for Financial Research.
Journal articles 2007 Larry Eisenberg & Chang-tseh Hsieh, 2007.
"Implementing risk management systems with a benchmark: a Web-Based DSS approach ,"
International Journal of Electronic Finance ,
Inderscience Enterprises Ltd, vol. 1(3), pages 293-303, January.
[Downloadable!] (restricted) Did you know? All the bibliographic data shown here has been contributed by volunteers, thereby helping to keep this service free.
This page was last updated on 2008-7-1.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .