Volume 2017, Issue 92. Pages 1–60
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Bibliography
- “Contents,” Wilmott, vol. 2017, iss. 92, p. 1–1, 2017.
[Bibtex]@article {WILM:WILM10623, title = {Contents}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10623}, doi = {10.1002/wilm.10623}, pages = {1--1}, year = {2017}, }
- D. Tudball, “Ed’s letter: walk on, walk on…,” Wilmott, vol. 2017, iss. 92, p. 2–3, 2017.
[Bibtex]@article {WILM:WILM10624, author = {Tudball, Dan}, title = {Ed's Letter: Walk On, Walk On…}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10624}, doi = {10.1002/wilm.10624}, pages = {2--3}, year = {2017}, }
- “News,” Wilmott, vol. 2017, iss. 92, p. 4–5, 2017.
[Bibtex]@article {WILM:WILM10625, title = {News}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10625}, doi = {10.1002/wilm.10625}, pages = {4--5}, year = {2017}, }
- D. Tudball, “Opscore web service,” Wilmott, vol. 2017, iss. 92, p. 6–7, 2017.
[Bibtex]@article {WILM:WILM10626, author = {Tudball, Dan}, title = {Opscore Web Service}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10626}, doi = {10.1002/wilm.10626}, pages = {6--7}, year = {2017}, }
- A. Brown, “All things are difficult until they become easy,” Wilmott, vol. 2017, iss. 92, p. 8–9, 2017.
[Bibtex]@article {WILM:WILM10627, author = {Brown, Aaron}, title = {All Things Are Difficult Until They Become Easy}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10627}, doi = {10.1002/wilm.10627}, pages = {8--9}, year = {2017}, }
- C. Dzhabarov and B. Ziemba, “Sell-in-may-and-go-away in the equity index futures markets,” Wilmott, vol. 2017, iss. 92, p. 10–15, 2017.
[Bibtex]@article {WILM:WILM10628, author = {Dzhabarov, Constantine and Ziemba, Bill}, title = {Sell-in-May-and-Go-Away in the Equity Index Futures Markets}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10628}, doi = {10.1002/wilm.10628}, pages = {10--15}, year = {2017}, }
- C. Verzijl, “An investment game,” Wilmott, vol. 2017, iss. 92, p. 16–29, 2017.
[Bibtex]@article {WILM:WILM10629, author = {Verzijl, Christopher}, title = {An Investment Game}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10629}, doi = {10.1002/wilm.10629}, pages = {16--29}, year = {2017}, }
- M. Staunton, “Napoleon iv integration,” Wilmott, vol. 2017, iss. 92, p. 30–31, 2017.
[Bibtex]@article {WILM:WILM10630, author = {Staunton, Mike}, title = {Napoleon IV Integration}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10630}, doi = {10.1002/wilm.10630}, pages = {30--31}, year = {2017}, }
- L. MacLean and B. Ziemba, “Sports statistics: rating batters in baseball,” Wilmott, vol. 2017, iss. 92, p. 32–35, 2017.
[Bibtex]@article {WILM:WILM10631, author = {MacLean, Leonard and Ziemba, Bill}, title = {Sports Statistics: Rating Batters in Baseball}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10631}, doi = {10.1002/wilm.10631}, pages = {32--35}, year = {2017}, }
- F. Sahel, “A general parametrization of correlation matrix for a multidimensional stochastic volatility model,” Wilmott, vol. 2017, iss. 92, p. 36–43, 2017.
[Bibtex]@article {WILM:WILM10632, author = {Sahel, Fouad}, title = {A General Parametrization of Correlation Matrix for a Multidimensional Stochastic Volatility Model}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10632}, doi = {10.1002/wilm.10632}, pages = {36--43}, keywords = {correlation matrix, model risk}, year = {2017}, }
- B. Orbay, R. Güllü, and W. Hörmann, “Mispricing in option pricing models versus market payoffs: an efficiency-based performance metric,” Wilmott, vol. 2017, iss. 92, p. 44–57, 2017.
[Bibtex]@article {WILM:WILM10633, author = {Orbay, Berk and Güllü, Refık and Hörmann, Wolfgang}, title = {Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10633}, doi = {10.1002/wilm.10633}, pages = {44--57}, keywords = {option pricing, market efficiency, pricing error}, year = {2017}, }
- M. Radley, “Cars,” Wilmott, vol. 2017, iss. 92, p. 58–59, 2017.
[Bibtex]@article {WILM:WILM10634, author = {Radley, Milford}, title = {Cars}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10634}, doi = {10.1002/wilm.10634}, pages = {58--59}, year = {2017}, }
- J. Darasz, “The skewed world of jan darasz,” Wilmott, vol. 2017, iss. 92, p. 60–60, 2017.
[Bibtex]@article {WILM:WILM10635, author = {Darasz, Jan}, title = {The skewed world of Jan Darasz}, journal = {Wilmott}, volume = {2017}, number = {92}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10635}, doi = {10.1002/wilm.10635}, pages = {60--60}, year = {2017}, }
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