Paul Wilmott

Available identifiers

zbMath Open wilmott.paulMaRDI QIDQ1000480

List of research outcomes

Publication	Date of Publication	Type
GARCH and volatility swaps	2019-01-15	Paper
Exotic passport options	2009-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q3531023	2008-10-21	Paper
https://portal.mardi4nfdi.de/entity/Q3594586	2007-08-09	Paper
https://portal.mardi4nfdi.de/entity/Q5297902	2007-07-13	Paper
OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH	2005-06-22	Paper
A NOTE ON THE PRICING OF INDEX AMORTISING RATE SWAPS IN A WORST-CASE SCENARIO	2005-06-22	Paper
Various passport options and their valuation	2002-09-05	Paper
A General Framework for Hedging and Speculating with Options	2001-11-27	Paper
UNCERTAINTY VERSUS RANDOMNESS: MINIMIZING MODEL DEPENDENCE	2001-10-23	Paper
The use, misuse and abuse of mathematics in finance	2001-06-21	Paper
The Feedback Effect of Hedging in Illiquid Markets	2000-10-18	Paper
A nonlinear non-probabilistic spot interest rate model	2000-01-04	Paper
https://portal.mardi4nfdi.de/entity/Q4389402	1999-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q4389403	1999-11-08	Paper
Optimal hedging of options with small but arbitrary transaction cost structure	1999-06-03	Paper
A New Model for Interest Rates	1998-12-28	Paper
Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits	1998-11-22	Paper
https://portal.mardi4nfdi.de/entity/Q4861512	1997-11-11	Paper
An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs	1997-09-18	Paper
Portfolio management with transaction costs	1997-04-16	Paper
PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL	1997-03-23	Paper
https://portal.mardi4nfdi.de/entity/Q4887224	1996-08-01	Paper
A note on American options with varying exercise price	1996-05-05	Paper
https://portal.mardi4nfdi.de/entity/Q4863379	1996-02-04	Paper
A composite cavity model for axisymmetric high Reynolds number separated flow. II: Numerical analysis and results	1996-01-28	Paper
Slot film cooling -- the effect of separation angle	1995-11-28	Paper
The Mathematics of Financial Derivatives	1995-11-15	Paper
A Note on Average Rate Options with Discrete Sampling	1995-05-30	Paper
Path-dependent options and transaction costs	1995-05-14	Paper
SLENDER VISCOUS FIBRES WITH INERTIA AND GRAVITY	1995-05-11	Paper
Interactions of continuous distributions of ledges	1995-02-26	Paper
Some mathematical results in the pricing of American options	1994-10-10	Paper
Slender axisymmetric fluid jets	1994-05-26	Paper
https://portal.mardi4nfdi.de/entity/Q4275035	1994-04-13	Paper
A composite cavity model for axisymmetric high Reynolds number separated flow. I: Modelling and analysis	1993-04-01	Paper
A systematic derivation of the leading-order equations for extensional flows in slender geometries	1993-01-20	Paper
Multiple ledge and kink interactions	1992-09-27	Paper
Models for high-Reynolds-number flow down a step	1991-01-01	Paper
IRREGULAR MORPHOLOGIES IN UNSTABLE HELE-SHAW FREE-BOUNDARY PROBLEMS	1990-01-01	Paper
The growth kinetics of ledged interphase boundaries: transient motion, an analytical treatment	1989-01-01	Paper
The stretching of a thin viscous inclusion and the drawing of glass sheets	1989-01-01	Paper
The Stretching of a Slender, Axisymmetric, Viscous Inclusion–Part I: Asymptotic Analysis	1989-01-01	Paper
The Stretching of a Slender, Axisymmetric, Viscous Inclusion–Part II: Numerical Solution and Results	1989-01-01	Paper
Unsteady lifting-line theory by the method of matched asymptotic expansions	1988-01-01	Paper
Rotation and deformation of a viscous inclusion in Stokes flow	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3798416	1988-01-01	Paper
On the motion of a small two-dimensional body submerged beneath surface waves	1987-01-01	Paper
A Mathematical Model of Cliff Blasting	1987-01-01	Paper
On the distribution of impulses in inviscid, incompressible flow - the induced downwash on a rotating wing	1986-01-01	Paper
Matching and Singularity Distributions in Inviscid Flow	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3763791	1986-01-01	Paper
A Note on the WKB Method for Difference Equations	1985-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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