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Windcliff, H.
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Simulations for hedging financial contracts with optimal decisions
Windcliff, H.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
; …
- In:
Computational methods in decision-making, economics and …
,
(pp. 271-296)
.
2010
Persistent link: https://www.econbiz.de/10009153080
Saved in:
2
Optimal trade execution : a mean quadratic variation approach
Forsyth, Peter A.
;
Kennedy, J. S.
;
Tse, S. T.
;
Windcliff, H.
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1971-1991
Persistent link: https://www.econbiz.de/10009701897
Saved in:
3
Comparison between the mean-variance optimal and the mean-quadratic-variation optimal trading strategies
Tse, S. T.
;
Forsyth, Peter A.
;
Kennedy, J. S.
;
Windcliff, H.
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 415-449
Persistent link: https://www.econbiz.de/10010235600
Saved in:
4
Pricing methods and hedging strategies for volatility derivatives
Windcliff, H.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 409-431
Persistent link: https://www.econbiz.de/10003291280
Saved in:
5
An object-oriented framework for valuing shout options on high-performance computer architectures
Windcliff, H.
;
Vetzal, Kenneth R.
;
Forsyth, Peter A.
; …
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1133-1161
Persistent link: https://www.econbiz.de/10001734585
Saved in:
6
Valuation of segregated funds: shout options with maturity extensions
Windcliff, H.
;
Forsyth, P. A.
;
Vetzal, K. R.
- In:
Insurance: Mathematics and Economics
29
(
2001
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10005380665
Saved in:
7
An object-oriented framework for valuing shout options on high-performance computer architectures
Windcliff, H.
;
Vetzal, K. R.
;
Forsyth, P. A.
;
Verma, A.
; …
- In:
Journal of Economic Dynamics and Control
27
(
2003
)
6
,
pp. 1133-1161
Persistent link: https://www.econbiz.de/10005229633
Saved in:
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