You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Chriss, N. A. (1997), Black-Scholes <strong>and</strong> Beyond: Option Pricing Models, McGraw-<br />
Hill.<br />
Duffy, D. J. (2004), ‘A critique of the Crank-Nicolson scheme strengths <strong>and</strong> weak-<br />
nesses for financial instrument pricing’, Wilmott Magazine (July), 68–76.<br />
Engelmann, B., Fengler, M., Nalholm, M. & Schwendner, P. (2007), ‘Static versus<br />
Dynamic Hedges: An Empirical Comparison for <strong>Barrier</strong> <strong>Options</strong>’, Review of<br />
Derivatives Research 9, 239–264.<br />
Frishling, V. (2002), ‘A discrete question’, Risk (January), 115–116.<br />
Haug, E. G., Haug, J. & Lewis, A. (2003), ‘Back to Basics: a New Approach to the<br />
Discrete Dividend Problem’, Wilmott Magazine (September), 37–47.<br />
Mahayni, A. & Suchanecki, M. (2006), ‘Produktdesign und Semi-Statische Ab-<br />
sicherung von Turbo-Zertifikaten’, Zeitschrift für Betriebswirtschaft 76, 347–<br />
372.<br />
Østerby, O. (2008), ‘Numerical solution of parabolic equations’. Lecture<br />
notes, Department of Computer Science, University of Aarhus. URL:<br />
http://www.daimi.au.dk/∼oleby/notes/tredje.pdf.<br />
Poulsen, R. (2006), ‘<strong>Barrier</strong> <strong>Options</strong> <strong>and</strong> Their Static Hedges: Simple Derivations<br />
<strong>and</strong> Extensions’, Quantitative Finance 6, 327–335.<br />
Wilkens, S. & Stoimenov, P. A. (2007), ‘The pricing of leverage products: An<br />
empirical investigation of the German market for ‘long’ <strong>and</strong> ‘short’ stock index<br />
certificates’, Journal of Banking <strong>and</strong> Finance 31, 735–750.<br />
Wilmott, P. (2006), Paul Wilmott on Quantitative Finance, 2nd edn, John Wiley<br />
& Sons.<br />
Wong, H. Y. & Chan, C. M. (2008), ‘Turbo warrants under stochastic volatility’,<br />
Quantitative Finance 8, 739–751.<br />
12