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Looking for various papers of Garman, Johnson, Shanno, Scott, Wiggins

Posted: May 17th, 2004, 6:35 pm
by Graeme
My student and I are looking for the following papers; being working university papers they aren't immediately available through the library system. If anybody has pdf versions of any of these we would really appreciate a post. Alternatively, a specification in those cases of where the material might have subsequently appeared in a 'regular' journal would be just as welcome.Thanks, title = "{A general theory of asset valuation under diffusion state processes}", author = "Garman, M.", note ="{Working Paper No 50, University of California, Berkeley}" year = "1976", title = "{Option pricing when the variance is changing}", author = "Johnson, H. E.", note ="{Working paper 11-79, Graduate school of management, University of California, Davis}" year = "1979", title = "{Option Pricing when the variance is changing}", note ="{Working paper 85-07, Graduate school of management, University of California, Davis}" author = "Johnson, H. E. and Shanno, D", year = "1985", title = "{Option Pricing when the variance changes randomly:theory and an application}", note ="{Working paper, University of Illinois, Department of Finance}" author = "Scott, L. O.", year = "1986", title = "{Stochastic Variance option pricing}", note ="{Sloan school of management, Massachusetts Institute of technology}" author = "Wiggins, J. B.", year = "1985",

Looking for various papers of Garman, Johnson, Shanno, Scott, Wiggins

Posted: May 17th, 2004, 6:43 pm
by pobazee
I have the Mark Garman paper, but at the moment I'm moving things around in my home office that you would have to wait if you cannot find it from other sources. Btw, I have it in a hard copy.

Looking for various papers of Garman, Johnson, Shanno, Scott, Wiggins

Posted: May 18th, 2004, 10:09 am
by kenzo
Here you go: A General Theory of Asset Valuation under Diffusion State Processes

Looking for various papers of Garman, Johnson, Shanno, Scott, Wiggins

Posted: May 19th, 2004, 4:17 pm
by Graeme
Thanks very much indeed for this. Any more offers? Thanks in advance....