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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
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The valuation of a firm advertising optimally
Epstein, D.; Mayor, N.; Schonbucher, P.; Whalley, A. E.; … - 1999
Persistent link: https://www.econbiz.de/10009581676
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Optimal hedging of options with small but arbitrary transaction cost structure
Whalley, A. E.; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582836
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Paul Wilmott introduces quantitative finance
Wilmott, Paul - 2001
Persistent link: https://www.econbiz.de/10001535237
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Basic principles of option pricing
Wilmott, Paul - In: The professional risk managers' guide to finance theory …, (pp. 229-253). 2008
Persistent link: https://www.econbiz.de/10003677843
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Various passport options and their valuation
Ahn, Hyungsok; Penaud, Antony; Wilmott, Paul - In: Applied mathematical finance 6 (1999) 4, pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
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Exotic passport options
Penaud, Antony; Wilmott, Paul; Ahn, Hyungsok - In: Asia-Pacific financial markets 6 (1999) 2, pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
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Paul Wilmott on quantitative finance
Wilmott, Paul - 2000
Persistent link: https://www.econbiz.de/10001425834