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Value-at-Risk and Market Crash...
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ECONIS (ZBW)
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1
Modelling market crashes : the worst-case scenario
Hua, Philip
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582824
Saved in:
2
Value-at-risk and market crashes
Hua, Philip
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582825
Saved in:
3
Crash modelling, value at risk and optimal hedging
Hua, Philip
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582838
Saved in:
4
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
Saved in:
5
Derivatives : the theory and practice of financial engineering
Wilmott, Paul
-
1998
Persistent link: https://www.econbiz.de/10000656983
Saved in:
6
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
Saved in:
7
Option prices and subjective beliefs
Korn, Ralf
;
Wilmott, Paul
-
1996
Persistent link: https://www.econbiz.de/10000954693
Saved in:
8
The valuation of a firm advertising optimally
Epstein, D.
;
Mayor, N.
;
Schonbucher, P.
;
Whalley, A. E.
; …
-
1999
Persistent link: https://www.econbiz.de/10009581676
Saved in:
9
A nonlinear non-probabilistic spot interest rate model
Epstein, David
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582827
Saved in:
10
A general framework for hedging and speculating with options
Korn, Ralf
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582834
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