H. Windcliff

Available identifiers

zbMath Open windcliff.heathMaRDI QIDQ210346

List of research outcomes

Publication	Date of Publication	Type
Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies	2018-09-05	Paper
Optimal trade execution: a mean quadratic variation approach	2016-10-06	Paper
An object-oriented framework for valuing shout options on high-performance computer architectures	2008-10-24	Paper
Numerical Methods and Volatility Models for Valuing Cliquet Options	2007-02-15	Paper
Hedging with a correlated asset: Solution of a nonlinear pricing PDE	2007-01-22	Paper
The 1/n Pension Investment Puzzle	2006-01-06	Paper
Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature	2006-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q4459812	2004-05-18	Paper
Valuation of segregated funds: shout options with maturity extensions.	2003-11-16	Paper
Shout options: A framework for pricing contracts which can be modified by the investor	2001-10-14	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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