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Uncertainty versus randomness : minimizing model dependence
Wilmott, Paul - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 493-500
Persistent link: https://www.econbiz.de/10001523034
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Optimal portfolios under the threat of a crash
Korn, Ralf; Wilmott, Paul - In: International journal of theoretical and applied finance 5 (2002) 2, pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
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A note on the pricing of index amortising rate swaps in a worst-case scenario
Epstein, D.; Wilmott, Paul - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 447-454
Persistent link: https://www.econbiz.de/10001687123
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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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A new model for interest rates
Epstein, D. - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
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A general framework for hedging and speculating with options
Korn, Ralf - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 507-522
Persistent link: https://www.econbiz.de/10001255557
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The end-of-the-year bonus : how to optimally reward a trader?
Ahn, Hyungsok; Dewynne, Jeff N.; Hua, Philip; Penaud, Antony - In: International journal of theoretical and applied finance 5 (2002) 3, pp. 279-306
Persistent link: https://www.econbiz.de/10001674217