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The evaluation of venture capital as an instalment option: valuing real options using real options
Davis, Mark; Schachermayer, Walter; Tompkins, Robert G. - In: Real options, (pp. 77-96). 2004
Persistent link: https://www.econbiz.de/10002385610
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Volatility cones and their sampling properties
Hodges, Stewart D.; Tompkins, Robert G. - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
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Exotic options : complex barrier options, Part 4
Tompkins, Robert G.; Glibitsky, Mikhail - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 48 (2000) 10, pp. 902-913
Persistent link: https://www.econbiz.de/10001612759
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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
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Options on bond futures : isolating the risk premium
Tompkins, Robert G. - In: The journal of futures markets 23 (2002) 2, pp. 169-215
Persistent link: https://www.econbiz.de/10001762673
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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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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
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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
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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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Best price exotic options; Pt. 5:
Tompkins, Robert G.; Weinberger, Simon - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 49 (2001) 1, pp. 54-64
Persistent link: https://www.econbiz.de/10001668692