J.P. Hutton

Nomura Holdings, Inc. (NHI)

1 St. Martins-le-Grand

Nomura Research Inst Nomura House

London EC1A 4NP

United Kingdom

SCHOLARLY PAPERS

3

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CITATIONS
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15

Scholarly Papers (3)

1.

Numerical Valuation of Cross-Currency Swaps and Swaptions

Number of pages: 30 Posted: 06 Dec 1997
M. A. H. Dempster and J.P. Hutton
University of Cambridge - Centre for Financial Research and Nomura Holdings, Inc. (NHI)
Downloads 2,259 (3,973)
Citation 6

Abstract:

2.

Fast Numerical Valuation of American, Exotic and Complex Options

Number of pages: 28 Posted: 28 Jul 1997
M. A. H. Dempster and J.P. Hutton
University of Cambridge - Centre for Financial Research and Nomura Holdings, Inc. (NHI)
Downloads 785 (22,650)
Citation 5

Abstract:

3.

Pricing American Stock Options by Linear Programming

Number of pages: 34 Posted: 06 Dec 1997
M. A. H. Dempster and J.P. Hutton
University of Cambridge - Centre for Financial Research and Nomura Holdings, Inc. (NHI)
Downloads 669 (28,210)
Citation 4

Abstract: