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Details about Rafal M. Wojakowski

Homepage:http://www.wojakowski.net
Postal address:Faculty of Business, Economics and Law University of Surrey Guildford GU2 7XH, U.K.
Workplace:Surrey Business School, University of Surrey, (more information at EDIRC)
Department of Accounting and Finance, Management School, Lancaster University, (more information at EDIRC)

Access statistics for papers by Rafal M. Wojakowski.

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

Short-id: pwo121


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Working Papers

2011

  1. Continuous Workout Mortgages
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) Downloads View citations (3)

2003

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

2001

  1. On the Equivalence of Floating and Fixed-Strike Asian Options
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (13)

Journal Articles

2013

  1. Mitigating financial fragility with Continuous Workout Mortgages
    Journal of Economic Behavior & Organization, 2013, 85, (C), 269-285 Downloads View citations (13)

2012

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

2011

  1. Participating mortgages and the efficiency of financial intermediation
    Journal of Banking & Finance, 2011, 35, (11), 3042-3054 Downloads View citations (5)

2007

  1. Finite maturity caps and floors on continuous flows
    Journal of Economic Dynamics and Control, 2007, 31, (12), 3843-3859 Downloads View citations (16)

2004

  1. Strategic entry and market leadership in a two-player real options game
    Journal of Banking & Finance, 2004, 28, (1), 179-201 Downloads View citations (13)

2002

  1. The Expected Return and Exercise Time of Merton-style Real Options
    Journal of Business Finance & Accounting, 2002, 29, (3&4), 541-555 Downloads View citations (19)

2001

  1. On the expected payoff and true probability of exercise of European options
    Applied Economics Letters, 2001, 8, (4), 269-271 Downloads View citations (2)
 
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