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Exotic options (part 3) : simple barrier options
Tompkins, Robert G. - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 47 (1999) 12, pp. 996-1005
Persistent link: https://www.econbiz.de/10001474888
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Options on bond futures : isolating the risk premium
Tompkins, Robert G. - In: The journal of futures markets 23 (2002) 2, pp. 169-215
Persistent link: https://www.econbiz.de/10001762673
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Volatility cones and their sampling properties
Hodges, Stewart D.; Tompkins, Robert G. - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
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Exotic options : pay as you go options ; compounds and installments; Pt. 6:
Tompkins, Robert G.; Sosinska, Agnieszka - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 49 (2001) 8, pp. 366-376
Persistent link: https://www.econbiz.de/10001669065
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Exotic options : averaged options; Pt. 7:
Tompkins, Robert G.; Xiangyang, Wang - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 49 (2001) 8, pp. 618-629
Persistent link: https://www.econbiz.de/10001669302
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The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.; Ziemba, William T.; Hodges, Stewart D. - In: Handbook of sports and lottery markets, (pp. 161-180). 2008
Persistent link: https://www.econbiz.de/10003779564
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A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 217-229
Persistent link: https://www.econbiz.de/10001333343
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Asymptotic theory of transaction costs
Schachermayer, Walter - 2017
Persistent link: https://www.econbiz.de/10011763489
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Arbitrage and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
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Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 25-55
Persistent link: https://www.econbiz.de/10001185116