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Exotic options (part 1) : simple exotic options and replicating portfolios of European options
Tompkins, Robert G. - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 47 (1999) 8, pp. 617-628
Persistent link: https://www.econbiz.de/10001474896
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The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.; Ziemba, William T.; Hodges, Stewart D. - In: Handbook of sports and lottery markets, (pp. 161-180). 2008
Persistent link: https://www.econbiz.de/10003779564
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Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.; D'Ecclesia, Rita L. - In: Journal of banking & finance 30 (2006) 1, pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
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Why smiles exist in foreign exchange options markets : isolating components of the risk neutral process
Tompkins, Robert G. - In: The European journal of finance 12 (2006) 6/7, pp. 583-603
Persistent link: https://www.econbiz.de/10003382854
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Potential PCA interpretation problems for volatility smile dynamics
Reiswich, Dimitri; Tompkins, Robert G. - 2009
Persistent link: https://www.econbiz.de/10003858887
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The evaluation of venture capital as an instalment option: valuing real options using real options
Davis, Mark; Schachermayer, Walter; Tompkins, Robert G. - In: Real options, (pp. 77-96). 2004
Persistent link: https://www.econbiz.de/10002385610
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Volatility cones and their sampling properties
Hodges, Stewart D.; Tompkins, Robert G. - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
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Exotic options : complex barrier options, Part 4
Tompkins, Robert G.; Glibitsky, Mikhail - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 48 (2000) 10, pp. 902-913
Persistent link: https://www.econbiz.de/10001612759
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Implied volatility surfaces : uncovering regularities for options on financial futures
Tompkins, Robert G. - In: The European journal of finance 7 (2001) 3, pp. 198-230
Persistent link: https://www.econbiz.de/10001603501
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Options on bond futures : isolating the risk premium
Tompkins, Robert G. - In: The journal of futures markets 23 (2002) 2, pp. 169-215
Persistent link: https://www.econbiz.de/10001762673