Details about Rafal M. Wojakowski

Access statistics for papers by Rafal M. Wojakowski.

Last updated 2013-05-08. Update your information in the RePEc Author Service.

Short-id: pwo121

Working Papers

2011

1. Continuous Workout Mortgages
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (5)

2003

2. Bounds for Floating-Strike Asian Options using Symmetry
   OFRC Working Papers Series, Oxford Financial Research Centre View citations (1)

2001

3. On the Equivalence of Floating and Fixed-Strike Asian Options
   OFRC Working Papers Series, Oxford Financial Research Centre View citations (15)

Journal Articles

2013

1. Mitigating financial fragility with Continuous Workout Mortgages
   Journal of Economic Behavior & Organization, 2013, 85, (C), 269-285 View citations (16)

2012

2. How should firms selectively hedge? Resolving the selective hedging puzzle
   Journal of Corporate Finance, 2012, 18, (3), 560-569 View citations (4)

2011

3. Participating mortgages and the efficiency of financial intermediation
   Journal of Banking & Finance, 2011, 35, (11), 3042-3054 View citations (8)

2007

4. Finite maturity caps and floors on continuous flows
   Journal of Economic Dynamics and Control, 2007, 31, (12), 3843-3859 View citations (22)

2004

5. Strategic entry and market leadership in a two-player real options game
   Journal of Banking & Finance, 2004, 28, (1), 179-201 View citations (21)

2001

6. On the expected payoff and true probability of exercise of European options
   Applied Economics Letters, 2001, 8, (4), 269-271 View citations (3)