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The evaluation of venture capital as an instalment option: valuing real options using real options
Davis, Mark; Schachermayer, Walter; Tompkins, Robert G. - In: Real options, (pp. 77-96). 2004
Persistent link: https://www.econbiz.de/10002385610
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Optimal hedging with basis risk
Davis, Mark H. A. - In: From stochastic calculus to mathematical finance : the …, (pp. 169-187). 2006
Persistent link: https://www.econbiz.de/10003287153
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Model-free methods in valuation and hedging of derivative securities
Davis, Mark H. A. - In: The handbook of post crisis financial modelling, (pp. 168-189). 2016
Persistent link: https://www.econbiz.de/10011475750
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Contagion models in credit risk
Davis, Mark H. A. - In: The Oxford handbook of credit derivatives, (pp. 285-326). 2011
Persistent link: https://www.econbiz.de/10014565536
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The notion of arbitrage and free lunch in mathematical finance
Schachermayer, Walter - In: Aspects of mathematical finance, (pp. 15-22). 2008
Persistent link: https://www.econbiz.de/10003653091
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Optimal investment in incomplete financial markets
Schachermayer, Walter - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 427-462). 2002
Persistent link: https://www.econbiz.de/10001679464
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The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.; Ziemba, William T.; Hodges, Stewart D. - In: Handbook of sports and lottery markets, (pp. 161-180). 2008
Persistent link: https://www.econbiz.de/10003779564
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Contagion Models in Credit Risk
Mark Davis, Mark H. A. - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012882000