Concepedia

H. Windcliff

HW

11

Publications

676

Citations

11

H-Index

2001

Active since

Affiliations

University of Waterloo(Current)

Morgan Stanley (United States)

H. Windcliff is an author at University of Waterloo specializing in business, finance, and asset pricing.

Top concepts

Publications per year

2001–2013

11

Publications

11

Optimal trade execution: A mean quadratic variation approach

Peter Forsyth, J. S. Kennedy, Shu Tong Tse et al. · Journal of Economic Dynamics and Control · 2012 · 165 citations

, , +10

Analysis of the stability of the linear boundary condition for the Black–Scholes equation

H. Windcliff, Peter Forsyth, K.R. Vetzal · The Journal of Computational Finance · 2004 · 114 citations

, , +9

The 1/<i>n</i> Pension Investment Puzzle

H. Windcliff, Phelim P. Boyle · North American Actuarial Journal · 2004 · 84 citations

Pricing methods and hedging strategies for volatility derivatives

H. Windcliff, Peter Forsyth, K.R. Vetzal · Journal of Banking & Finance · 2005 · 83 citations

, , +5

Valuation of segregated funds: shout options with maturity extensions

H. Windcliff, Peter Forsyth, K.R. Vetzal · Insurance Mathematics and Economics · 2001 · 50 citations

, , +2

Rows per page

1–5 of 11