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Optimal Hedging of Options wit...
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Option pricing theory
Theorie
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25
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12
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12
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10
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8
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Wilmott, Paul
25
Ahn, Hyungsok
4
Whalley, A. E.
4
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3
Penaud, Antony
3
Epstein, D.
2
Howison, Sam
2
Korn, Ralf
2
Oztukel, Asli
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Mathematical finance
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International journal of theoretical and applied finance
3
Advances in futures and options research : a research annual
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The professional risk managers' guide to finance theory and application
1
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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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2
Paul Wilmott introduces quantitative finance
Wilmott, Paul
-
2001
Persistent link: https://www.econbiz.de/10001535237
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3
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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4
Paul Wilmott on quantitative finance
Wilmott, Paul
-
2000
Persistent link: https://www.econbiz.de/10001425834
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5
Pricing parisian options
Haber, Richard J.
;
Schönbucher, Philipp J.
;
Wilmott, Paul
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 71-79
Persistent link: https://www.econbiz.de/10001432501
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6
Option pricing : mathematical models and computation
Wilmott, Paul
;
Dewynne, Jeff N.
;
Howison, Sam
-
1995
-
Reprinted with corr
Persistent link: https://www.econbiz.de/10000924059
Saved in:
7
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
8
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:
9
Asian options as linear complementarity problems : analysis and finite-difference solutions
Dewynne, Jeff N.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 145-173
Persistent link: https://www.econbiz.de/10001211297
Saved in:
10
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
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