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Options on bond futures : isol...
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Tompkins, Robert G.
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5
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4
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3
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3
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3
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2
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2
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2
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1
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7
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7
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3
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Exotic options (part 1) : simple exotic options and replicating portfolios of European options
Tompkins, Robert G.
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
47
(
1999
)
8
,
pp. 617-628
Persistent link: https://www.econbiz.de/10001474896
Saved in:
2
Why smiles exist in foreign exchange options markets : isolating components of the risk neutral process
Tompkins, Robert G.
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 583-603
Persistent link: https://www.econbiz.de/10003382854
Saved in:
3
Implied volatility surfaces : uncovering regularities for options on financial futures
Tompkins, Robert G.
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 198-230
Persistent link: https://www.econbiz.de/10001603501
Saved in:
4
The austrian stock market: objective dispersion processes and option pricing
Tompkins, Robert G.
- In:
Finanzmarkt und Portfolio-Management
14
(
2000
)
2
,
pp. 152-179
Persistent link: https://www.econbiz.de/10001510136
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5
Stock index futures markets : stochastic volatility models and smiles
Tompkins, Robert G.
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 43-78
Persistent link: https://www.econbiz.de/10001537233
Saved in:
6
Exotic options (part 3) : simple barrier options
Tompkins, Robert G.
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
47
(
1999
)
12
,
pp. 996-1005
Persistent link: https://www.econbiz.de/10001474888
Saved in:
7
Exotic options (part 2) : non-linear exotic contingent claims: the power option
Tompkins, Robert G.
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
47
(
1999
)
10
,
pp. 808-817
Persistent link: https://www.econbiz.de/10001474899
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8
The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.
;
Ziemba, William T.
;
Hodges, Stewart D.
- In:
Handbook of sports and lottery markets
,
(pp. 161-180)
.
2008
Persistent link: https://www.econbiz.de/10003779564
Saved in:
9
Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.
;
D'Ecclesia, Rita L.
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
Saved in:
10
Potential PCA interpretation problems for volatility smile dynamics
Reiswich, Dimitri
;
Tompkins, Robert G.
-
2009
Persistent link: https://www.econbiz.de/10003858887
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