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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
OFRC Working Papers Series
202
Mathematical finance
18
New directions in mathematical finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Risk : managing risk in the world's financial markets
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China Finance Review International
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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The professional risk managers' guide to finance theory and application
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ECONIS (ZBW)
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1
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
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2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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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