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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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