The following pages link to H. Windcliff (Q210346):
Displaying 10 items.
- Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
- Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
- Numerical Methods and Volatility Models for Valuing Cliquet Options (Q3424323) (← links)
- (Q4459812) (← links)
- Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
- Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature (Q5715864) (← links)
- The 1/<i>n</i> Pension Investment Puzzle (Q5715976) (← links)
- Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736) (← links)
