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An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
Whalley, A.E.; Wilmott, Paul - In: Mathematical finance : an international journal of … 7 (1997) 3, pp. 307
Persistent link: https://www.econbiz.de/10008219932
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Partial to the exotic
Dewynne, Jeff; Wilmott, Paul - In: Risk : managing risk in the world's financial markets (1998), pp. 23
Persistent link: https://www.econbiz.de/10007061090
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BREAKING UP IS HARD TO DO
Hua, Philip; Wilmott, Paul - In: Risk : managing risk in the world's financial markets 11 (1998) 9, pp. 126-130
Persistent link: https://www.econbiz.de/10007061308
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CRASH COURSES - Reducing VAR by modelling the effect of a market crash on a portfolio.
Hua, Philip; Wilmott, Paul - In: Risk : managing risk in the world's financial markets 10 (1997) 6, pp. 64-68
Persistent link: https://www.econbiz.de/10007069510
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Pricing and Hedging Convertible Bonds under Non-Probabilistic Interest Rates
Epstein, David; Haber, Richard; Wilmott, Paul - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 31-40
Persistent link: https://www.econbiz.de/10005958403
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PRICING PARISIAN OPTIONS
Haber, Richard J.; Schönbucher, Philipp J.; Wilmott, Paul - In: The journal of derivatives : the official publication … 6 (1999) 3, pp. 71
Persistent link: https://www.econbiz.de/10007342803