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Information about:
Rafal M. Wojakowski

Personal Details | Affiliation | Works
This is information that was supplied by Rafal Wojakowski in registering through RePEc. If you are Rafal M. Wojakowski , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Rafal
Middle Name: M.
Last Name: Wojakowski
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RePEc Short-ID: pwo121

Email: [This author has chosen not to make the email address public]
Homepage: http://www.wojakowski.net
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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 (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Vicky Henderson & David Hobson & William Shaw & Rafal Wojakowski, 2003. "Bounds for Floating-Strike Asian Options using Symmetry," OFRC Working Papers Series 2003mf04, Oxford Financial Research Centre. [Downloadable!]

  2. Vicky Henderson & Rafal Wojakowski, 2001. "On the Equivalence of Floating and Fixed-Strike Asian Options," OFRC Working Papers Series 2001mf08, Oxford Financial Research Centre. [Downloadable!]

Articles

  1. Shackleton, Mark B. & Wojakowski, Rafal, 2007. "Finite maturity caps and floors on continuous flows," Journal of Economic Dynamics and Control, Elsevier, vol. 31(12), pages 3843-3859, December. [Downloadable!] (restricted)

  2. Shackleton, Mark B. & Tsekrekos, Andrianos E. & Wojakowski, Rafal, 2004. "Strategic entry and market leadership in a two-player real options game," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 179-201, January. [Downloadable!] (restricted)

  3. Mark Shackleton & Rafal Wojakowski, 2002. "The Expected Return and Exercise Time of Merton-style Real Options," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 29(3&4), pages 541-555. [Downloadable!] (restricted)

  4. Shackleton, Mark & Wojakowski, Rafal, 2001. "On the Expected Payoff and True Probability of Exercise of European Options," Applied Economics Letters, Taylor and Francis Journals, vol. 8(4), pages 269-71, April. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (1) 2003-08-17 Author is listed
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This page was last updated on 2009-12-4.

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.