Items where Author is "Davis, Mark"
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PaperDavis, Mark and Schachermayer, Walter and Tompkins, Robert G. (2001) Installment options and static hedging. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 67. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna. Davis, Mark and Schachermayer, Walter and Tompkins, Robert G. (2000) Pricing, no-arbitrage bounds and robust hedging of installment options. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 65. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna. |