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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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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
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Value-at-risk and market crashes
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582825
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A nonlinear non-probabilistic spot interest rate model
Epstein, David; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582827
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Oztukel, Asli; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582829
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Asymptotic analysis of stochastic volatility models
Rasmussen, Henrik; Wilmott, Paul - In: New directions in mathematical finance, (pp. 19-31). 2002
Persistent link: https://www.econbiz.de/10001736545