| On the equivalence of floating-and fixed-strike Asian options V Henderson, R Wojakowski Journal of Applied Probability 39 (2), 391-394, 2002 | 94 | 2002 |
| Strategic entry and market leadership in a two-player real options game MB Shackleton, AE Tsekrekos, R Wojakowski Journal of banking & finance 28 (1), 179-201, 2004 | 84 | 2004 |
| The Expected Return and Exercise Time of Merton‐style Real Options M Shackleton, R Wojakowski Journal of Business Finance & Accounting 29 (3‐4), 541-555, 2002 | 52 | 2002 |
| Mitigating financial fragility with continuous workout mortgages RJ Shiller, RM Wojakowski, MS Ebrahim, MB Shackleton Journal of Economic Behavior & Organization 85, 269-285, 2013 | 41 | 2013 |
| Evaluating natural resource investments under different model dynamics: Managerial insights AE Tsekrekos, MB Shackleton, R Wojakowski European Financial Management 18 (4), 543-575, 2012 | 40 | 2012 |
| Finite maturity caps and floors on continuous flows MB Shackleton, R Wojakowski Journal of Economic Dynamics and Control 31 (12), 3843-3859, 2007 | 38 | 2007 |
| Participating mortgages and the efficiency of financial intermediation MS Ebrahim, MB Shackleton, RM Wojakowski Journal of Banking & Finance 35 (11), 3042-3054, 2011 | 30 | 2011 |
| Efficient quadratic approximation of floating strike Asian option values SL Chung, M Shackleton, R Wojakowski Finance 24 (1), 49-62, 2003 | 23 | 2003 |
| Bounds for in-progress floating-strike Asian options using symmetry V Henderson, D Hobson, W Shaw, R Wojakowski Annals of Operations Research 151, 81-98, 2007 | 21 | 2007 |
| Continuous workout mortgages RJ Shiller, RM Wojakowski, MS Ebrahim, MB Shackleton National Bureau of Economic Research, 2011 | 19 | 2011 |
| How should firms selectively hedge? Resolving the selective hedging puzzle RM Wojakowski Journal of Corporate Finance 18 (3), 560-569, 2012 | 18 | 2012 |
| Les options de change: évaluation et utilisation M Chesney, B Marois, R Wojakowski FeniXX, 1994 | 18 | 1994 |
| Continuous Workout Mortgages: Efficient pricing and systemic implications RJ Shiller, RM Wojakowski, MS Ebrahim, MB Shackleton Journal of Economic Behavior & Organization 157, 244-274, 2019 | 15 | 2019 |
| El manejo del riesgo cambiario: las opciones sobre divisas M Chesney, F Hernández Trillo, B Marois, R Wojakowski Limusa, 2001 | 11 | 2001 |
| Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages RM Wojakowski, MS Ebrahim, MB Shackleton Journal of banking & finance 71, 62-74, 2016 | 10 | 2016 |
| Evaluating Natural Resource Investments Using the Least–Squares Monte Carlo Simulation Approach AE Tsekrekos, MB Shackleton, R Wojakowski Proceedings of the Seventh Annual Real Options Conference, Washington DC, 2003 | 9 | 2003 |
| Can trade credit rejuvenate Islamic banking? W Jatmiko, MS Ebrahim, A Iqbal, RM Wojakowski Review of quantitative finance and accounting 60 (1), 111-146, 2023 | 8 | 2023 |
| On the expected payoff and true probability of exercise of European options M Shackleton, R Wojakowski Applied Economics Letters 8 (4), 269-271, 2001 | 8 | 2001 |
| Can Loan Valuation Adjustment (LVA) approach immunize collateralized debt from defaults? RM Wojakowski, MS Ebrahim, A Jaafar, M Osman Salleh Financial Markets, Institutions & Instruments 28 (2), 141-158, 2019 | 4 | 2019 |
| Bounds for floating-strike Asian options using symmetry V Henderson, D Hobson, W Shaw, R Wojakowski Oxford Financial Research Centre, 2003 | 4 | 2003 |
Mark B. ShackletonProfessor of Finance, Accounting and Finance, Lancaster University Management School在 lancaster.ac.uk 的电子邮件经过验证
