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Steven Posner
Steven Posner
Verified email at alumni.princeton.edu
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Cited by
Cited by
Year
Asian options, the sum of lognormals, and the reciprocal gamma distribution
MA Milevsky, SE Posner
Journal of financial and quantitative analysis 33 (3), 409-422, 1998
3501998
The titanic option: valuation of the guaranteed minimum death benefit in variable annuities and mutual funds
MA Milevsky, SE Posner
Journal of Risk and Insurance, 93-128, 2001
2342001
Rates of convergence of nearest neighbor estimation under arbitrary sampling
SR Kulkarni, SE Posner
IEEE Transactions on Information Theory 41 (4), 1028-1039, 1995
1571995
A closed-form approximation for valuing basket options
MA Milevsky, SE Posner
Journal of Derivatives 5, 54-61, 1998
1471998
Valuing exotic options by approximating the SPD with higher moments
SE Posner, MA Milevsky
The Journal of Financial Engineering 7 (2), 1998
1001998
Covering numbers for real-valued function classes
PL Bartlett, SR Kulkarni, SE Posner
IEEE transactions on information theory 43 (5), 1721-1724, 1997
671997
The pricing of event risks with parameter uncertainty
KA Froot, SE Posner
The Geneva Papers on Risk and Insurance Theory 27 (2), 153-165, 2002
462002
A continuous-time reexamination of dollar-cost averaging
MA Milevsky, SE Posner
international journal of theoretical and applied finance 6 (02), 173-194, 2003
262003
Data-dependent k/sub n/-NN and kernel estimators consistent for arbitrary processes
SR Kulkarni, SE Posner, S Sandilya
IEEE Transactions on Information Theory 48 (10), 2785-2788, 2002
252002
Issues in the pricing of catastrophe risk
KA Froot, S Posner
Trade Notes, Marsh & McLennan Securities, 2000
202000
Another moment for the average option
MA Milevsky, SE Posner
Derivatives Quarterly 5, 47-54, 1999
121999
Universal prediction of nonlinear systems
SR Kulkarni, SE Posner
Proceedings of 1995 34th IEEE Conference on Decision and Control 4, 4024-4029, 1995
91995
Can Collars Reduce Retirement Sequencing Risk? Analysis of Portfolio Longevity Extension Overlays (LEO)
MA Milevsky, SE Posner
The Journal of Retirement 1 (4), 46-56, 2014
82014
Dollar-cost average options, Brownian bridges and behavioral finance
MA Milevsky, SE Posner
Working paper, September 21, 2001, http://search. msn. com/preview. aspx, 1999
71999
On-line learning of functions of bounded variation under various sampling schemes
SE Posner, SR Kulkarni
Proceedings of the sixth annual conference on Computational learning theory …, 1993
71993
Nonparametric output prediction for nonlinear fading memory systems
SR Kulkarni, SE Posner
IEEE transactions on automatic control 44 (1), 29-37, 1999
51999
Option-adjusted equilibrium valuation of guaranteed minimum death benefits in variable annuities
MA Milevsky, SE Posner
Working Paper No. SSB 6-99, 1999
41999
A Continuous-Time re-Examination of the Inefficiency of Dollar-Cost Averaging
MA Milevsky, SE Posner
SSBFIN-9901, 1999
41999
A theoretical investigation of randomized asset allocation strategies
MA Milevsky, SE Posner
Applied Mathematical Finance 5 (2), 117-130, 1998
31998
Nonparametric estimation, regression, and prediction under minimal regularity conditions
SE Posner
Princeton University, 1995
31995
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