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New directions in mathematical finance
OFRC Working Papers Series
202
Mathematical finance
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International journal of theoretical and applied finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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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Hua, Philip
;
Wilmott, Paul
- In:
New directions in mathematical finance
,
(pp. 153-167)
.
2002
Persistent link: https://www.econbiz.de/10001736571
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The quantitative finance timeline
Wilmott, Paul
- In:
New directions in mathematical finance
,
(pp. 1-10)
.
2002
Persistent link: https://www.econbiz.de/10001736540
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Asymptotic analysis of stochastic volatility models
Rasmussen, Henrik
;
Wilmott, Paul
- In:
New directions in mathematical finance
,
(pp. 19-31)
.
2002
Persistent link: https://www.econbiz.de/10001736545
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4
Equity dividend models
Bakstein, David
;
Wilmott, Paul
- In:
New directions in mathematical finance
,
(pp. 55-72)
.
2002
Persistent link: https://www.econbiz.de/10001736556
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Pricing bond options in a worst-case scenario
Epstein, David
;
Wilmott, Paul
- In:
New directions in mathematical finance
,
(pp. 117-133)
.
2002
Persistent link: https://www.econbiz.de/10001736568
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