UNCERTAINTY VERSUS RANDOMNESS: MINIMIZING MODEL DEPENDENCE

DOI10.1142/S0219024900000474zbMath0970.91033OpenAlexW1990301096MaRDI QIDQ4521279

Paul Wilmott

Publication date: 23 October 2001

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024900000474

zbMATH Keywords

model riskderivative instrumentsstatic hedges

Mathematics Subject Classification ID

Cites Work

• The Pricing of Options and Corporate Liabilities
• A New Model for Interest Rates
• Option pricing when underlying stock returns are discontinuous

This page was built for publication: UNCERTAINTY VERSUS RANDOMNESS: MINIMIZING MODEL DEPENDENCE