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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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2
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
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3
Uncertainty versus randomness : minimizing model dependence
Wilmott, Paul
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 493-500
Persistent link: https://www.econbiz.de/10001523034
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4
Derivatives : the theory and practice of financial engineering
Wilmott, Paul
-
1998
Persistent link: https://www.econbiz.de/10000656983
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5
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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6
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
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7
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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8
Paul Wilmott on quantitative finance
Wilmott, Paul
-
2000
Persistent link: https://www.econbiz.de/10001425834
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9
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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10
Option pricing : mathematical models and computation
Wilmott, Paul
;
Dewynne, Jeff N.
;
Howison, Sam
-
1995
-
Reprinted with corr
Persistent link: https://www.econbiz.de/10000924059
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