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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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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