Mark Davis

Pricing, No-Arbitrage Bounds and Robust Hedging of Installment Options

Walter Schachermayer, Mark Davis, Robert Tompkins, 2000 .

Consistency of Risk Measure Estimates

Mark H. A. Davis, Mark Davis, 2013 .

Arbitrage Bounds for Prices of Weighted Variance Swaps

Jan Obłój, Mark Davis, Vimal S Raval, 2010 .

Analysis of default data using hidden Markov models

Martin Crowder, Mark H. A. Davis, M. Crowder, 2005 .

The Evaluation of Venture Capital as an Instalment Option: Valuing Real Options Using Real Options

Walter Schachermayer, Mark H. A. Davis, W. Schachermayer, 2004 .