Sanjay K. Nawalkha

Action	Title	Year	Authors
+	Pricing American Options under Levy Jump Models: A Multidimensional Transform Method	2023	Natalia Beliaeva Ye Chen Sanjay K. Nawalkha Michael Sullivan
+ PDF Chat	A Theory of Equivalent Expectation Measures for Contingent Claim Returns	2022	Sanjay K. Nawalkha Xiaoyang Zhuo
+	A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims	2020	Sanjay K. Nawalkha Xiaoyang Zhuo
+	A Theory of Equivalent Expectation Measures for Contingent Claim Returns	2020	Sanjay K. Nawalkha Xiaoyang Zhuo
+ PDF Chat	A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims	2020	Sanjay K. Nawalkha Xiaoyang Zhuo
+	A Theory of Equivalent Expectation Measures for Contingent Claim Returns	2020	Sanjay K. Nawalkha Xiaoyang Zhuo
+	An Improved Immunization Strategy: M-Absolute	2009	Sanjay K. Nawalkha Donald R. Chambers
+	The M-Vector Model: Derivation and Testing of Extensions to M-Square	1997	Sanjay K. Nawalkha Donald R. Chambers

Common Coauthors

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates	2004	Yongmiao Hong Haitao Li	3
+ PDF Chat	A New Perspective on Gaussian Dynamic Term Structure Models	2011	Scott Joslin Kenneth J. Singleton Haoxiang Zhu	3
+	Handbook of Brownian Motion - Facts and Formulae	2002	A. N. Borodin Paavo Salminen	3
+ PDF Chat	Optimal Stopping and the American Put	1991	Saul Jacka	3
+ PDF Chat	The numéraire portfolio in semimartingale financial models	2007	Ioannis Karatzas Constantinos Kardaras	2
+ PDF Chat	Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models	1998	Matt Pritsker	2
+	Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models	1997	Matthew Pritsker	1
+	Quadratic Term Structure Models	2000	Markus Leippold Liuren Wu	1
+	The Variance Gamma (V.G.) Model for Share Market Returns	1990	Dilip B. Madan E. Seneta	1
+ PDF Chat	A New Perspective on Gaussian Dynamic Term Structure Models	2010	Scott Joslin Kenneth J. Singleton Haoxiang Zhu	1
+	An introduction to Lévy processes with applications in finance	2008	Antonis Papapantoleon	1