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~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Working paper / Manchester Business School and Centre for Business Research"
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Applied mathematical finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Working paper / Manchester Business School and Centre for Business Research
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107
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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.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
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3
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
Saved in:
4
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
Saved in:
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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6
Investor timing behaviour under imperfect timing information in the factor model
Howell, Sydney D.
;
Armada, Manuel José da Rocha
-
1992
Persistent link: https://www.econbiz.de/10000837948
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7
The reasonable expectations of rational investors, and the ex post, ex ante distinction
Howell, Sydney D.
;
Newton, David P.
-
1992
Persistent link: https://www.econbiz.de/10000838241
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8
An instance of local community and class conflict : Spanningdale playgroup
Howell, Sydney D.
-
1992
Persistent link: https://www.econbiz.de/10000838242
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9
Correlation between market timing performance and stock selection performance in the Henriksson-Merton model
Howell, Sydney D.
;
Armada, Manuel José da Rocha
-
1992
Persistent link: https://www.econbiz.de/10000838243
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10
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
,
pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
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