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.
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- Continuous Workout Mortgages
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (3)
- Bounds for Floating-Strike Asian Options using Symmetry
OFRC Working Papers Series, Oxford Financial Research Centre View citations (1)
- On the Equivalence of Floating and Fixed-Strike Asian Options
OFRC Working Papers Series, Oxford Financial Research Centre View citations (13)
- Mitigating financial fragility with Continuous Workout Mortgages
Journal of Economic Behavior & Organization, 2013, 85, (C), 269-285 View citations (13)
- How should firms selectively hedge? Resolving the selective hedging puzzle
Journal of Corporate Finance, 2012, 18, (3), 560-569 View citations (2)
- Participating mortgages and the efficiency of financial intermediation
Journal of Banking & Finance, 2011, 35, (11), 3042-3054 View citations (5)
- Finite maturity caps and floors on continuous flows
Journal of Economic Dynamics and Control, 2007, 31, (12), 3843-3859 View citations (16)
- Strategic entry and market leadership in a two-player real options game
Journal of Banking & Finance, 2004, 28, (1), 179-201 View citations (13)
- The Expected Return and Exercise Time of Merton-style Real Options
Journal of Business Finance & Accounting, 2002, 29, (3&4), 541-555 View citations (19)
- On the expected payoff and true probability of exercise of European options
Applied Economics Letters, 2001, 8, (4), 269-271 View citations (2)
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