Brody, Dorje C.; Davis, Mark H. A.; Friedman, Robyn L.; Hughston, Lane P. Informed traders. (English) Zbl 1489.91247 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 87-106 (2022). MSC: 91G15 94A17 × Cite Format Result Cite Review PDF Full Text: DOI
Davis, Mark H. A. Mathematical finance. A very short introduction. (English) Zbl 1417.91001 Very Short Introductions 592. Oxford: Oxford University Press (ISBN 978-0-19-878794-5/pbk). xxiv, 133 p. (2019). Reviewer: Frank Viola (Berlin) MSC: 91-01 91G20 91G30 91G40 91G10 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Davis, Mark H. A.; Yoshikawa, Daisuke A note on utility-based pricing. (English) Zbl 1403.91156 Math. Financ. Econ. 9, No. 3, 215-230 (2015). Reviewer: Krzysztof Piasecki (Poznań) MSC: 91B25 91B16 × Cite Format Result Cite Review PDF Full Text: DOI Link
Davis, Mark; Obłój, Jan; Raval, Vimal Arbitrage bounds for prices of weighted variance swaps. (English) Zbl 1314.91209 Math. Finance 24, No. 4, 821-854 (2014). MSC: 91G20 90C90 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Brody, Dorje C.; Davis, Mark H. A.; Friedman, Robyn L.; Hughston, Lane P. Informed traders. (English) Zbl 1186.91208 Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 465, No. 2104, 1103-1122 (2009). MSC: 91G20 91B44 91B69 60H30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Davis, Mark H. A.; Mataix-Pastor, Vicente Arbitrage-free interpolation of the swap curve. (English) Zbl 1205.91162 Int. J. Theor. Appl. Finance 12, No. 7, 969-1005 (2009). Reviewer: Malgorzata Doman (Poznań) MSC: 91G30 91G20 91G80 × Cite Format Result Cite Review PDF Full Text: DOI