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The quantitative finance timeline
Wilmott, Paul - In: New directions in mathematical finance, (pp. 1-10). 2002
Persistent link: https://www.econbiz.de/10001736540
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Basic principles of option pricing
Wilmott, Paul - In: The professional risk managers' guide to finance theory …, (pp. 229-253). 2008
Persistent link: https://www.econbiz.de/10003677843
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Paul Wilmott introduces quantitative finance
Wilmott, Paul - 2001
Persistent link: https://www.econbiz.de/10001535237
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Option pricing : mathematical models and computation
Wilmott, Paul; Dewynne, Jeff N.; Howison, Sam - 1995 - Reprinted with corr
Persistent link: https://www.econbiz.de/10000924059
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An asymptotic analysis of an optimal hedging model for option pricing with transaction costs
Whalley, A. E. - In: Mathematical finance : an international journal of … 7 (1997) 3, pp. 307-324
Persistent link: https://www.econbiz.de/10001224009
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Asian options as linear complementarity problems : analysis and finite-difference solutions
Dewynne, Jeff N. - In: Advances in futures and options research : a research annual 8 (1995), pp. 145-173
Persistent link: https://www.econbiz.de/10001211297
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A general framework for hedging and speculating with options
Korn, Ralf - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 507-522
Persistent link: https://www.econbiz.de/10001255557
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://www.econbiz.de/10001236669