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Davison, Matt's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
442 |
Total
Citations
3 |
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1.
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Davison, Matt University of Western Ontario Surkov, Vladimir affiliation not provided to SSRN
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269
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Option Greeks, jump-diffusion models, static hedging
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2.
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Mnif, Walid University of Western Ontario Davison, Matt University of Western Ontario
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18 May 11
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18 Oct 11
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119
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Emission markets, Incomplete markets, Quadratic hedging, Indifference price
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Mnif, Walid University of Western Ontario Davison, Matt University of Western Ontario
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11 Oct 12
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Last Revised:
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12 Oct 12
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30
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Emissions Markets, Incomplete Markets, Empirical Analysis, Follmer-Schweizer Decomposition
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4.
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Mielkie, Melissa University of Western Ontario Davison, Matt University of Western Ontario
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27 Oct 12
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29 Oct 12
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5.
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Davison, Matt University of Western Ontario
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presale, down payment, profit, risk
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Records 1 -
5
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