//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Madan, Dilip B."
~isPartOf:"Discussion paper / Institute for Economic Research, Queen's University"
~isPartOf:"The journal of computational finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Optionsbewertung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
8
Optionspreistheorie
8
Theorie
3
Theory
3
Mathematics
2
Mathematik
2
Stochastic process
2
Stochastischer Prozess
2
Black-Scholes implied volatility
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
CGMY model
1
Chebyshev polynomial
1
Gauss Laguerre quadrature
1
Hedging
1
Laplace implied volatility
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option trading
1
Optionsgeschäft
1
Volatility
1
Volatilität
1
beta exposure pricing
1
completely monotone function
1
gap risk pricing
1
negative binomial process
1
polynomial interpolation
1
real-time evaluation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
8
Author
All
Madan, Dilip B.
Forsyth, Peter A.
6
Reisinger, Christoph
5
Andersen, Leif B. G.
4
Coleman, Thomas F.
4
Joshi, Mark S.
4
Oosterlee, Cornelis Willebrordus
4
Rebonato, Riccardo
4
Vetzal, Kenneth R.
4
Brotherton-Ratcliffe, Rupert
3
Carr, Peter
3
Ehrhardt, Matthias
3
Glasserman, Paul
3
Grzelak, Lech A.
3
Kirkby, J. Lars
3
Korn, Ralf
3
Le Floc'h, Fabien
3
Li, Yuying
3
Oosterlee, Cornelis W.
3
Schoenmakers, John
3
Tankov, Peter
3
Zvan, R.
3
AitSahlia, Farid
2
Cakici, Nusret
2
Cao, Melanie
2
Caramellino, Lucia
2
Christara, Christina C.
2
Cont, Rama
2
Crépey, Stéphane
2
Dang, Duy Minh
2
Escobar, Marcos
2
Fries, Christian
2
Fu, Michael
2
Glau, Kathrin
2
Grossinho, Maria do Rosário
2
Guerra, João
2
Guyon, Julien
2
Günther, Michael
2
Hafner, Reinhold
2
Han, Chuan-Hsiang
2
more ...
less ...
Published in...
All
Discussion paper / Institute for Economic Research, Queen's University
The journal of computational finance
Robert H. Smith School Research Paper
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Applied mathematical finance
3
Finance research letters
3
Annals of finance
2
European finance review : the official journal of the European Finance Association
2
International journal of theoretical and applied finance
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Queen's Economics Department working paper
2
The journal of business : B
2
Working paper series / Federal Reserve Bank of Atlanta
2
Asia-Pacific financial markets
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Finance and stochastics
1
Financial markets, institutions & instruments
1
Insurance / Mathematics & economics
1
International Journal of Portfolio Analysis and Management
1
International journal of financial engineering
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Review of derivatives research
1
Risks : open access journal
1
Springer finance
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of investment strategies
1
The journal of risk model validation
1
The review of financial studies
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Chebyshev method for the implied volatility
Glau, Kathrin
;
Herold, Paul
;
Madan, Dilip B.
;
Pötz, …
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012162365
Saved in:
2
Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter
;
Khanna, Ajay
;
Madan, Dilip B.
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
Saved in:
3
Saddlepoint methods for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
Saved in:
4
Representing the CGMY and Meixner Lévy processes as time changed Brownian motions
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of computational finance
12
(
2008
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10009534636
Saved in:
5
Pricing American options under variance gamma
Hirsa, Ali
;
Madan, Dilip B.
- In:
The journal of computational finance
7
(
2003/2004
)
2
,
pp. 63-80
Persistent link: https://www.econbiz.de/10001908061
Saved in:
6
Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael
;
Madan, Dilip B.
;
Wang, Tong
- In:
The journal of computational finance
2
(
1998/1999
)
2
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001633397
Saved in:
7
Option valuation using the fast Fourier transform
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
Saved in:
8
Contingent claims valued and hedged by pricing and investing in a basis
Madan, Dilip B.
;
Milne, Frank
-
1992
Persistent link: https://www.econbiz.de/10000135932
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->