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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CROSSREF CITATIONS

9

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 2,463 (5,141)
Citation 11

Abstract:

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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 811 (29,442)
Citation 1

Abstract:

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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 697 (36,245)
Citation 1

Abstract:

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