Eric A. Reiner

Learn More
Assuming that the underlying local volatility is a function of stock price and time, we develop an approach for generating closed form solutions for option values for a certain class of volatility functions. The class is the set of volatility functions which solve the same partial differential equation as derivative security values in the Black Scholes(More)
Interpretation of complex cancer genome data, generated by tumor target profiling platforms, is key for the success of personalized cancer therapy. How to draw therapeutic conclusions from tumor profiling results is not standardized and may vary among commercial and academically-affiliated recommendation tools. We performed targeted sequencing of 315 genes(More)
A 48-year-old female developed acute emphysematous cholecystitis after an endoscopic retrograde cholangiopancreatography (ERCP) for evaluation of sphincter of Oddi dysfunction. Cholecystectomy was performed 2 days later. Cultures grew Clostridium perfringens. The patient received broad-spectrum antibiotics but developed recurrent cholangitic abscesses and(More)
The accelerated phase-out of ozone-depleting compounds and product labeling requirements have heightened the urgency for switching to acceptable alternatives. There are numerous ozone-depleting compound replacement applications where the combination of properties of pet-fluorocarbon liquids make them the preferred alternative based on perfomarance, safety,(More)
1 Incomplete, comments welcome. This is a substantially revised version of the paper \Pricing Average Interest Rate Options: A General Approach" (1998) based on the original paper \Average Interest" (NBER Working Paper No. 6045 1997]). The comments of the editor and an anonymous referee are gratefully acknowledged, and have helped tremendously in improving(More)
  • 1