Pricing methods and hedging strategies for volatility derivatives

von Windcliff, H.
Veröffentlicht in Journal of banking & finance (2006)

Numerical methods and volatility models for valuing cliquet options

von Windcliff, H. A.
Veröffentlicht in Applied mathematical finance (2006)

Optimal trade execution : a mean quadratic variation approach

Veröffentlicht in Journal of economic dynamics & control (2012)

An object-oriented framework for valuing shout options on high-performance computer architectures

Veröffentlicht in Journal of economic dynamics & control (2003)

Simulations for hedging financial contracts with optimal decisions

Veröffentlicht in Computational methods in decision-making, economics and finance (2010)

Comparison between the mean-variance optimal and the mean-quadratic-variation optimal trading strategies

Veröffentlicht in Applied mathematical finance (2013)