Browsing byAuthorHeath, DP
Showing results 1 to 6 of 6
Issue Date | Title | Author(s) |
2006-01 | A Benchmark Approach to Quantitative Finance | Platen, E; Heath, DP |
2002-01 | Consistent pricing and hedging for a modified constant elasticity of variance model | Heath, DP; Platen, E |
2006-01 | Local volatility function models under a benchmark approach | Heath, DP; Platen, E |
2002-01 | Perfect hedging on index derivatives under a minimal model | Heath, DP; Platen, E |
2002-01 | Perfect hedging on index derivatives under a minimal model | Heath, DP; Platen, E |
2005-01 | Understanding the implied volatility surface for options on a diversified index | Heath, DP; Platen, E |