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Pricing and hedging convertible bonds under non-probabilitic interest rates

Ėpštejn, David B.; Haber, Richard; Wilmott, Paul - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 31-40

Persistent link: https://www.econbiz.de/10001500035

The valuation of a firm advertising optimally

Epstein, D.; Mayor, N.; Schonbucher, P.; Whalley, A. E.; … - 1999

Persistent link: https://www.econbiz.de/10009581676

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

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

A nonlinear non-probabilistic spot interest rate model

Epstein, David; Wilmott, Paul - 1999

Persistent link: https://www.econbiz.de/10009582827

Pricing and hedging convertible bonds under non-probabilistic interest rates

Epstein, David; Haber, Richard; Wilmott, Paul - 1999

Persistent link: https://www.econbiz.de/10009582828

The value of market research when a firm is learning : real option pricing and optimal filtering

Mayor, Nick; Schönbucher, Philipp J.; Wilmott, Paul; … - 1999

Persistent link: https://www.econbiz.de/10009582833

The yield envelope : price ranges for fixed income products

Epstein, David; Wilmott, Paul - 1999

Persistent link: https://www.econbiz.de/10009582835

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

The Valuation of a Firm Advertising Optimally

Wilmott, Paul - 2019

In this paper we model the value of a firm based on its current earnings and cash balances. The value is modelled on the assumption that earnings follow a mean-reverting process. The effect of advertising on earnings is modelled, and the condition for optimal advertising derived. The value of...

Persistent link: https://www.econbiz.de/10012746565