1994
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| 94-54 | Les Clewlow, Javier Llanos and Chris Strickland Pricing Exotic Options in a Black-Scholes World |
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| 94-53 | Les Clewlow and Xinzhong Xu The Dynamics of Stochastic Volatility |
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| 94-52 | Les Clewlow and Stewart Hodges Hedging in Incomplete Markets Under Transactions Costs |
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| 94-51 | Melendres Howe, Berc Rustem and Michael Selby Multi-Period Minimax Hedging Strategies In: European Journal Operational Research, 1995 |
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| 94-50 | Melendres Howe, Berc Rustem and Michael Selby Minimax Hedging Strategy In: Computational Economics, Vol. 7, No.4, pp.245-275, 1994 |
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| 94-49 | Simon Babbs and Nick Webber A Theory of the Term Structure with an Official Short Rate |
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| 94-48 | Leticia Veruete and Nick Webber A Model of UK Libor as a Jump-Diffusion Process |
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| 94-47 | Chris Strickland A Comparison of Models for Pricing Interest Rate Derivative Securities. |
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| 94-46 | Chris Strickland A Comparison of Models of the Term Structure |
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| 94-45 | Paula Varson and Michael Selby Option Prices as Predictors of Stock Prices: Intraday Adjustments to Information Releases Proceedings of Annual INQUIRE Conference, 1994. |
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| 94-44 | Stanley Pliska and Michael Selby On a Free Boundary Problem that Arises in Portfolio Management In: Philosophical Transactions of the Royal Society, Series A (physical sciences and engineering), 347, May 1994, pp.555-561. Also reprinted in: Mathematical Models in Finance, chapter 13, Howison, S.D., F.P. Kelly & P. Wilmott (Eds), Chapman and Hall, London, 1995. |
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