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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
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The valuation of a firm advertising optimally
Epstein, D. (contributor) - In: The quarterly review of economics and finance : journal … 38 (1998) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10001247022
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Pricing and hedging convertible bonds under non-probabilistic interest rates
Epstein, David; Haber, Richard; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582828
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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
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The value of market research when a firm is learning: real option pricing and optimal filtering
Epstein, David (contributor) - In: Real options and business strategy : applications to …, (pp. 295-319). 1999
Persistent link: https://www.econbiz.de/10001734992
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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