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The end-of-the-year bonus : how to optimally reward a trader?
Ahn, Hyungsok; Dewynne, Jeff N.; Hua, Philip; Penaud, Antony - In: International journal of theoretical and applied finance 5 (2002) 3, pp. 279-306
Persistent link: https://www.econbiz.de/10001674217
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CrashMetrics
Hua, Philip; Wilmott, Paul - In: New directions in mathematical finance, (pp. 153-167). 2002
Persistent link: https://www.econbiz.de/10001736571
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Modelling market crashes : the worst-case scenario
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582824
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Value-at-risk and market crashes
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582825
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Crash modelling, value at risk and optimal hedging
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582838
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Uncertainty versus randomness : minimizing model dependence
Wilmott, Paul - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 493-500
Persistent link: https://www.econbiz.de/10001523034
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Derivatives : the theory and practice of financial engineering
Wilmott, Paul - 1998
Persistent link: https://www.econbiz.de/10000656983
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Option prices and subjective beliefs
Korn, Ralf; Wilmott, Paul - 1996
Persistent link: https://www.econbiz.de/10000954693
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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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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