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Option pricing:

2013

2010

2007

Title: Pricing Fund Liquidity Provision

Author: Rossi, Marco

Series: Working Paper No. 07/45

Date: February 1, 2007

Subject: Economic models Fund liquidity Lender of last resort Option pricing Pricing policy

2006

Title: Recent Dynamics of Crude Oil Prices

Author: Krichene, Noureddine

Series: Working Paper No. 06/299

Date: December 1, 2006

Subject: Crude oil Economic models Energy Oil prices Option pricing

2005

Title: Subordinated Levy Processes and Applications to Crude Oil Options

Author: Krichene, Noureddine

Series: Working Paper No. 05/174

Date: September 1, 2005

Subject: Option pricing