Nick Webber

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Understanding time-inconsistent heterogeneous preferences in economics and finance: a practice theory approach
Annals of Operations Research
2020-01-20Paper
Valuing Bermudan options when asset returns are Lévy processes
Quantitative Finance
2019-01-15Paper
An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling
Applied Mathematical Finance
2007-02-15Paper
Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes
Applied Mathematical Finance
2007-02-15Paper
scientific article; zbMATH DE number 2095959 (Why is no real title available?)2004-08-31Paper
Interest rate modelling.2001-11-18Paper
scientific article; zbMATH DE number 1222803 (Why is no real title available?)1998-11-11Paper
A Nonlinear Model of the Term Structure of Interest Rates
Mathematical Finance
1998-01-21Paper


Research outcomes over time


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