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~isPartOf:"Energy economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Curtailing the range for lattice and grid methods
Andricopoulos, Ari D.
;
Widdick, Martin
;
Duck, Peter W.
; …
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 55-61
Persistent link: https://www.econbiz.de/10002108943
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Perpetual options on multiple underlyings
Duck, Peter W.
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Evatt, Geoffrey W.
;
Johnson, Paul V.
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Applied mathematical finance
21
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2014
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1/2
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pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
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Enhancing the accuracy of pricing American and Bermudan options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003010747
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Enhancing the Accuracy of Pricing American and Bermudan Options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2005
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10005921778
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5
Curtailing the Range for Lattice and Grid Methods
Andricopoulos, Ari D.
;
Widdicks, Martin
;
Duck, Peter W.
; …
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 55-61
Persistent link: https://www.econbiz.de/10005926804
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The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo
;
Johnson, Paul
;
Duck, Peter
; …
- In:
Applied mathematical finance
25
(
2018
)
5/6
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pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
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Coordination and uncertainty in strategic network investment : case on the North Seas Grid
Konstantelos, Ioannis
;
Moreno, Rodrigo
;
Strbac, Goran
- In:
Energy economics
64
(
2017
),
pp. 131-148
Persistent link: https://www.econbiz.de/10011758088
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