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The yield envelope : price ranges for fixed income products
Epstein, David; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582835
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Optimal hedging of options with small but arbitrary transaction cost structure
Whalley, A. E.; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582836
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The pricing of risky bonds : current models and future directions
Ahn, Hyungsok; Khadem, Varqa; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582837
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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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Exotic option pricing and advanced Lévy models
Kyprianou, Andreas E. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002759975
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Paul Wilmott on quantitative finance
Wilmott, Paul - 2000
Persistent link: https://www.econbiz.de/10001425834
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Asian options as linear complementarity problems : analysis and finite-difference solutions
Dewynne, Jeff N. - In: Advances in futures and options research : a research annual 8 (1995), pp. 145-173
Persistent link: https://www.econbiz.de/10001211297
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Pricing and hedging convertible bonds under non-probabilitic interest rates
Ėpštejn, David B.; Haber, Richard; Wilmott, Paul - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 31-40
Persistent link: https://www.econbiz.de/10001500035
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Optimal portfolios under the threat of a crash
Korn, Ralf; Wilmott, Paul - In: International journal of theoretical and applied finance 5 (2002) 2, pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
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A note on the pricing of index amortising rate swaps in a worst-case scenario
Epstein, D.; Wilmott, Paul - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 447-454
Persistent link: https://www.econbiz.de/10001687123