4 papers
Converting the reset
J. K. Hoogland, C. D. D. Neumann, D. Bloch
We give a simple algorithm to incorporate the effects of resets in convertible bond prices, without having to add an extra factor to take into account the value of the reset. Furth…
Scaling invariance in finance II: Path-dependent contingent claims
Jiri Hoogland, Dimitri Neumann
This article is the second one in a series on the use of scaling invariance in finance. In the first article (cond-mat/9906048), we introduced a new formalism for the pricing of de…
Scale-invariance and contingent claim pricing
Jiri Hoogland, Dimitri Neumann
Prices of tradables can only be expressed relative to each other at any instant of time. This fundamental fact should therefore also hold for contigent claims, i.e. tradable instru…
WW Cross-sections and Distributions
W. Beenakker, F. A. Berends, E. N. Argyres +20
We present the results obtained by the "WW Cross-sections and Distributions" working group during the CERN Workshop "Physics at LEP2" (1994/1995)