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New directions in mathematical finance
Wilmott, Paul (contributor) - 2002
Persistent link: https://www.econbiz.de/10004745405
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The best of Wilmott
Wilmott, Paul (contributor)
Persistent link: https://www.econbiz.de/10004803591
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Paul Wilmott on quantitative finance
Wilmott, Paul - 2. ed.
Persistent link: https://www.econbiz.de/10004855933
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PRICING PARISIAN OPTIONS
Haber, Richard J.; Schönbucher, Philipp J.; Wilmott, Paul - In: The journal of derivatives : the official publication … 6 (1999) 3, pp. 71
Persistent link: https://www.econbiz.de/10007342803
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Partial to the exotic
Dewynne, Jeff; Wilmott, Paul - In: Risk : managing risk in the world's financial markets (1998), pp. 23
Persistent link: https://www.econbiz.de/10007061090
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Pricing and Hedging Convertible Bonds under Non-Probabilistic Interest Rates
Epstein, David; Haber, Richard; Wilmott, Paul - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 31-40
Persistent link: https://www.econbiz.de/10005958403
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Asymptotic analysis of stochastic volatility models
Rasmussen, Henrik; Wilmott, Paul - In: New directions in mathematical finance, (pp. 19-31). 2002
Persistent link: https://www.econbiz.de/10001736545
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Equity dividend models
Bakstein, David; Wilmott, Paul - In: New directions in mathematical finance, (pp. 55-72). 2002
Persistent link: https://www.econbiz.de/10001736556
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Pricing bond options in a worst-case scenario
Epstein, David; Wilmott, Paul - In: New directions in mathematical finance, (pp. 117-133). 2002
Persistent link: https://www.econbiz.de/10001736568
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Option pricing : mathematical models and computation
Wilmott, Paul; Dewynne, Jeff N.; Howison, Sam - 1995 - Reprinted with corr
Persistent link: https://www.econbiz.de/10000924059