Authors: WHALLEY AE WILMOTT P

Citation: Ae. Whalley et P. Wilmott, AN ASYMPTOTIC ANALYSIS OF AN OPTIMAL HEDGING MODEL FOR OPTION PRICINGWITH TRANSACTION COSTS, Mathematical finance, 7(3), 1997, pp. 307-324

Authors: WILMOTT P WHALLEY AE

Citation: P. Wilmott et Ae. Whalley, OPTION PRICING, TRANSACTION COSTS AND NONLINEARITIES, Zeitschrift fur angewandte Mathematik und Mechanik, 76, 1996, pp. 85-88

Authors: DEWYNNE JN WHALLEY AE WILMOTT P

Citation: Jn. Dewynne et al., PATH-DEPENDENT OPTIONS AND TRANSACTION COSTS, Philosophical transactions-Royal Society of London. Physical sciences and engineering, 347(1684), 1994, pp. 517-529

Authors: RICHARDS IC MITCHELL DR SIMPSON DJ WHALLEY AE

Citation: Ic. Richards et al., APPROACHES TO THE SYNTHESIS OF ALKOXYACRYLATES - THE USE OF BENZOTHIOPHENE-2,3-DIONES AND THEIR EQUIVALENTS, Pesticide science, 41(3), 1994, pp. 287-289