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Crash Modelling, Value at Risk...
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Wilmott, Paul
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2
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Mathematical finance
4
International journal of theoretical and applied finance
2
Advances in futures and options research : a research annual
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Crash modelling, value at risk and optimal hedging
Hua, Philip
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582838
Saved in:
2
Pricing and hedging convertible bonds under non-probabilitic interest rates
Ėpštejn, David B.
;
Haber, Richard
;
Wilmott, Paul
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 31-40
Persistent link: https://www.econbiz.de/10001500035
Saved in:
3
A new model for interest rates
Epstein, D.
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
Saved in:
4
A general framework for hedging and speculating with options
Korn, Ralf
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 507-522
Persistent link: https://www.econbiz.de/10001255557
Saved in:
5
Hedging option portfolios in the presence of transaction costs
Hoggard, T.
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 21-35
Persistent link: https://www.econbiz.de/10001193407
Saved in:
6
An asymptotic analysis of an optimal hedging model for option pricing with transaction costs
Whalley, A. E.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 307-324
Persistent link: https://www.econbiz.de/10001224009
Saved in:
7
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
8
Pricing and hedging convertible bonds under non-probabilistic interest rates
Epstein, David
;
Haber, Richard
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582828
Saved in:
9
A general framework for hedging and speculating with options
Korn, Ralf
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582834
Saved in:
10
Optimal hedging of options with small but arbitrary transaction cost structure
Whalley, A. E.
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582836
Saved in:
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