Concepedia
Statistics
Publications
8
Citations
891
H-Index
Active since
1995
Affiliations
York University(Current)
Princeton University
Goldman Sachs (United States)
Steven E. Posner is an author at York University specializing in option pricing, finance, and business.
Publications per year
1995–2003
Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution
Moshe A. Milevsky, Steven E. Posner · Journal of Financial and Quantitative Analysis · 1998 · 272 citations
Business, Finance, Mathematics +15
The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
Moshe A. Milevsky, Steven E. Posner · Journal of Risk & Insurance · 2001 · 207 citations
Business, Finance, Insurance +17
Rates of convergence of nearest neighbor estimation under arbitrary sampling
Sanjeev R. Kulkarni, Steven E. Posner · IEEE Transactions on Information Theory · 1995 · 121 citations
Natural Sciences, Mathematics, Probability Theory +13
A Closed-Form Approximation for Valuing Basket Options
Moshe A. Milevsky, Steven E. Posner · The Journal of Derivatives · 1998 · 119 citations
Business, Economics, Finance +16
Valuing Exotic Options by Approximating the SPD with Higher Moments
Steven E. Posner, Moshe A. Milevsky · 1998 · 79 citations
Business, Economics, Finance +14
1–5 of 8