Paul Wilmott

University of Oxford - Nomura Centre for Mathematical Finance

OCIAM Mathematical Institute

24-29 St Giles 24-29 St. Giles

Oxford OX1 3LB

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Hedging Option Portfolios in the Presence of Transaction Costs

ADVANCES IN FUTURES AND OPTIONS RESEARCH, Volume 7, 1994, WBS Finance Group Research Paper No. 4
Posted: 20 Oct 2000
Paul Wilmott, T. Hoggard and A. Elizabeth Whalley
University of Oxford - Nomura Centre for Mathematical Finance, affiliation not provided to SSRN and University of Warwick - Finance Group

Abstract:

Loading...

2.

Pricing Parisian Options

Journal of Derivatives, Spring 1999
Posted: 07 Jun 1999
University of Oxford - Nomura Centre for Mathematical Finance, ETH Zürich - Department of Mathematics and University of Oxford - Nomura Centre for Mathematical Finance

Abstract:

Loading...

3.

Support and Resistance Levels in Financial Markets

Posted: 26 Jun 1998
Lin Wang and Paul Wilmott
Oxford University and University of Oxford - Nomura Centre for Mathematical Finance

Abstract:

Loading...

4.

The Valuation of a Firm Advertising Optimally

Quarterly Review of Economics and Finance, Vol. 38 No. 2, Summer 1998, WBS Finance Group Research Paper No. 1
Posted: 03 May 1998
University of Oxford - Nomura Centre for Mathematical Finance, University of Warwick - Finance Group, ETH Zürich - Department of Mathematics, ABN Amro and J.P. Morgan Chase & Co.

Abstract:

Loading...