Larry Eisenberg
Names
| first: | Larry |
| last: | Eisenberg |
Identifer
| RePEc Short-ID: | pei15 |
Contact
| phone: | 917 829-7781 |
| postal address: | School of Management New Jersey Institute of Technology Newark, NJ 07102 |
Affiliations
-
New Jersey Institute of Technology
/ School of Management
- EDIRC entry
- location:
Research profile
author of:
- Destabilizing properties of a VaR or probability-of-ruin constraint when variances may be infinite (RePEc:eee:finsta:v:7:y:2011:i:1:p:10-18)
by Eisenberg, Larry - Quantity-adjusting options and forward contracts (RePEc:fip:fedawp:91-15)
by David F. Babbel & Laurence K. Eisenberg - Option pricing with random volatilities in complete markets (RePEc:fip:fedawp:91-16)
by Laurence K. Eisenberg & Robert A. Jarrow - Generalized put-call parity (RePEc:fip:fedawp:91-9)
by David F. Babbel & Laurence K. Eisenberg - Generalized Put-Call Parity (Reprint 040) (RePEc:fth:pennfi:23-91)
by David F. Babbel & Laurence K. Eisenberg - Quantity-Adjusting Options and Forward Contracts (Revised: 29-91) (RePEc:fth:pennfi:24-91)
by David F. Babbel & Laurence K. Eisenberg - Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041) (RePEc:fth:pennfi:29-91)
by David F. Babbel & Laurence K. Eisenberg - Generalized put-Call parity (RePEc:fth:pennif:23-91)
by Babbel, D.F. & Eisenberg, L.K. - Quantity-adjusting Options and Forward Contracts (RePEc:fth:pennif:24-91)
by Babbel, D.F. & Eisenberg, L.K. - Quantity-Adjusting Options and Forward Contracts (RePEc:fth:pennif:29-91)
by Babbel, D.F. & Eisenberg, L.K. - Implementing risk management systems with a benchmark: a Web-Based DSS approach (RePEc:ids:ijelfi:v:1:y:2007:i:3:p:293-303)
by Larry Eisenberg & Chang-tseh Hsieh - Systemic Risk in Financial Systems (RePEc:inm:ormnsc:v:47:y:2001:i:2:p:236-249)
by Larry Eisenberg & Thomas H. Noe - The marginal price of risk with a VaR constraint (RePEc:rsk:journ4:2160975)
by Larry Eisenberg - Connectivity and Financial Network Shutdown (RePEc:wop:safiwp:95-04-041)
by Laurence K. Eisenberg - Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market (RePEc:wsi:rpbfmp:v:12:y:2009:i:01:n:s021909150900154x)
by Weihua Shi & Larry Eisenberg & Cheng-few Lee