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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

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

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

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

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

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

An instance of local community and class conflict : Spanningdale playgroup

Howell, Sydney D. - 1992

Persistent link: https://www.econbiz.de/10000838242

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

Flexible Short-Term Power Trading : Gathering Experience in EU Countries

Neuhoff, Karsten - 2015

EU power market design has been focused on facilitating trading between countries and for this has defined interfaces for market participants and TSOs between countries. The operation of power systems and markets within countries was not the focus of these developments. This may have contributed...

Persistent link: https://www.econbiz.de/10013018279