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Publications of Harrison Potter    :chronological  alphabetical  combined listing:

%% Papers Published   
   Author = { Harrison Potter},
   Title = {On Conformal Mappings and Vector Fields},
   Journal = {OhioLINK Electronic Theses and Dissertations
   Year = {2008},
   Month = {May},
   url = {},
   Abstract = {We seek to extend the applicability of the tools of complex
             analysis that have been developed to deal with problems in
             two-dimensional harmonic field theory. In order to ease the
             reader who has only a basic understanding of complex
             analysis into a working knowledge of its relevant
             applications to field theory, this material is introduced
             through the use of vector fields as common ground.
             Opportunities for using the mathematical tools being
             developed to solve physical problems are also highlighted by
             examples in order to aid comprehension and foster intuition.
             Established techniques used in solving problems involving
             point sources are then generalized to handle those involving
             interval sources.},
   Key = {fds296271}

   Author = {VX Dang and H Potter and S Glasgow and S Taylor},
   Title = {Pricing the Asian Call Option},
   Journal = {Electronic Proceedings of Undergraduate Mathematics
   Volume = {3},
   Number = {3},
   Pages = {26},
   Year = {2008},
   Month = {February},
   url = {},
   Abstract = {Background material on measure-theoretic probability theory
             and stochastic calculus is provided in order to clarify
             notation and inform the reader unfamiliar with these
             concepts. These fields are then employed in exploring two
             distinct but related approaches to fair option pricing:
             developing a partial differential equation whose solution,
             given specified boundary conditions, is the desired fair
             option price and evaluating a riskneutral conditional
             expectation whose value is the fair option price. Both
             approaches are illustrated by example before being applied
             to the Asian call option. Two results are obtained by
             applying the latter option pricing approach to the Asian
             call option. The price of an Asian call option is shown to
             be equal to an integral of an unknown joint distribution
             function. This exact formula is then made approximate by
             allowing one of the random variables to become a parameter
             of the system. This modified Asian call option is then
             priced explicitly, leading to a formula that is strikingly
             similar to the Black- Scholes-Merton formula, which prices
             the European call option. Finally, possible methods of
             generalizing the procedure to price the Asian call option
             both exactly and explicitly are speculated.},
   Key = {fds296272}
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