| Publication | Date of Publication | Type |
|---|
| How good is Black-Scholes-Merton, really? | 2024-09-06 | Paper |
| GARCH and volatility swaps | 2019-01-15 | Paper |
Exotic passport options
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
| scientific article; zbMATH DE number 5355235 (Why is no real title available?) | 2008-10-21 | Paper |
| Paul Wilmott on quantitative finance. 3 Vols. With CD-ROM | 2007-08-09 | Paper |
| Paul Wilmott introduces quantitative finance. With CD-ROM | 2007-07-13 | Paper |
OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
A NOTE ON THE PRICING OF INDEX AMORTISING RATE SWAPS IN A WORST-CASE SCENARIO
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
Various passport options and their valuation
Applied Mathematical Finance | 2002-09-05 | Paper |
A general framework for hedging and speculating with options
International Journal of Theoretical and Applied Finance | 2001-11-27 | Paper |
UNCERTAINTY VERSUS RANDOMNESS: MINIMIZING MODEL DEPENDENCE
International Journal of Theoretical and Applied Finance | 2001-10-23 | Paper |
The use, misuse and abuse of mathematics in finance
Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences | 2001-06-21 | Paper |
The Feedback Effect of Hedging in Illiquid Markets
SIAM Journal on Applied Mathematics | 2000-10-18 | Paper |
A nonlinear non-probabilistic spot interest rate model
Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences | 2000-01-04 | Paper |
| scientific article; zbMATH DE number 1153808 (Why is no real title available?) | 1999-11-08 | Paper |
| scientific article; zbMATH DE number 1153807 (Why is no real title available?) | 1999-11-08 | Paper |
Optimal hedging of options with small but arbitrary transaction cost structure
European Journal of Applied Mathematics | 1999-06-03 | Paper |
A New Model for Interest Rates
International Journal of Theoretical and Applied Finance | 1998-12-28 | Paper |
Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits
International Journal of Theoretical and Applied Finance | 1998-11-22 | Paper |
| scientific article; zbMATH DE number 836207 (Why is no real title available?) | 1997-11-11 | Paper |
An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
Mathematical Finance | 1997-09-18 | Paper |
Portfolio management with transaction costs
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 1997-04-16 | Paper |
PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL
Mathematical Finance | 1997-03-23 | Paper |
| scientific article; zbMATH DE number 912565 (Why is no real title available?) | 1996-08-01 | Paper |
A note on American options with varying exercise price
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics | 1996-05-05 | Paper |
| scientific article; zbMATH DE number 841285 (Why is no real title available?) | 1996-02-04 | Paper |
A composite cavity model for axisymmetric high Reynolds number separated flow. II: Numerical analysis and results
Journal of Engineering Mathematics | 1996-01-28 | Paper |
Slot film cooling -- the effect of separation angle
Acta Mechanica | 1995-11-28 | Paper |
| The Mathematics of Financial Derivatives | 1995-11-15 | Paper |
A Note on Average Rate Options with Discrete Sampling
SIAM Journal on Applied Mathematics | 1995-05-30 | Paper |
Path-dependent options and transaction costs
Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences | 1995-05-14 | Paper |
SLENDER VISCOUS FIBRES WITH INERTIA AND GRAVITY
The Quarterly Journal of Mechanics and Applied Mathematics | 1995-05-11 | Paper |
Interactions of continuous distributions of ledges
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 1995-02-26 | Paper |
Some mathematical results in the pricing of American options
European Journal of Applied Mathematics | 1994-10-10 | Paper |
Slender axisymmetric fluid jets
Mathematical and Computer Modelling | 1994-05-26 | Paper |
| scientific article; zbMATH DE number 484154 (Why is no real title available?) | 1994-04-13 | Paper |
A composite cavity model for axisymmetric high Reynolds number separated flow. I: Modelling and analysis
Journal of Engineering Mathematics | 1993-04-01 | Paper |
A systematic derivation of the leading-order equations for extensional flows in slender geometries
Journal of Fluid Mechanics | 1993-01-20 | Paper |
Multiple ledge and kink interactions
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 1992-09-27 | Paper |
Models for high-Reynolds-number flow down a step
Journal of Fluid Mechanics | 1991-01-01 | Paper |
IRREGULAR MORPHOLOGIES IN UNSTABLE HELE-SHAW FREE-BOUNDARY PROBLEMS
The Quarterly Journal of Mechanics and Applied Mathematics | 1990-01-01 | Paper |
The stretching of a thin viscous inclusion and the drawing of glass sheets
Physics of Fluids A: Fluid Dynamics | 1989-01-01 | Paper |
The Stretching of a Slender, Axisymmetric, Viscous Inclusion–Part II: Numerical Solution and Results
SIAM Journal on Applied Mathematics | 1989-01-01 | Paper |
The growth kinetics of ledged interphase boundaries: transient motion, an analytical treatment
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 1989-01-01 | Paper |
The Stretching of a Slender, Axisymmetric, Viscous Inclusion–Part I: Asymptotic Analysis
SIAM Journal on Applied Mathematics | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4064680 (Why is no real title available?) | 1988-01-01 | Paper |
Unsteady lifting-line theory by the method of matched asymptotic expansions
Journal of Fluid Mechanics | 1988-01-01 | Paper |
Rotation and deformation of a viscous inclusion in Stokes flow
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 1988-01-01 | Paper |
On the motion of a small two-dimensional body submerged beneath surface waves
Journal of Fluid Mechanics | 1987-01-01 | Paper |
A Mathematical Model of Cliff Blasting
SIAM Journal on Applied Mathematics | 1987-01-01 | Paper |
On the distribution of impulses in inviscid, incompressible flow - the induced downwash on a rotating wing
Acta Mechanica | 1986-01-01 | Paper |
Matching and Singularity Distributions in Inviscid Flow
IMA Journal of Applied Mathematics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4020718 (Why is no real title available?) | 1986-01-01 | Paper |
A Note on the WKB Method for Difference Equations
IMA Journal of Applied Mathematics | 1985-01-01 | Paper |
