Narrow search
Showing 21 - 30 of 43
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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