Personal Details
First Name: Larry
Middle Name:
Last Name: Eisenberg
Suffix:
RePEc Short-ID: pei15
Email:
Homepage:
Postal Address: School of Management New Jersey Institute of Technology Newark, NJ 07102
Phone: 973 642-7263
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML,
plain text,
BibTeX,
RIS (EndNote),
ReDIF
Working papers
- Laurence K. Eisenberg, 1995.
"Connectivity and Financial Network Shutdown,"
Working Papers
95-04-041, Santa Fe Institute.
- David F. Babbel & Laurence K. Eisenberg, 1991.
"Quantity-adjusting options and forward contracts,"
Working Paper
91-15, Federal Reserve Bank of Atlanta.
Other versions:
- 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.
- 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.
Other versions: - 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, .
"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.
- 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.
Articles
- 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? RePEc and its associated services are free for contributors and users, and do not accept any advertising.
This page was last updated on 2008-6-23.
This information is provided to you by