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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Option pricing theory"
~subject:"Optionsgeschäft"
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Option pricing theory
Optionsgeschäft
Theorie
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Acceptable risks
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2
Option trading
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bilateral gamma model
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distorted expectations
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Madan, Dilip B.
4
Schoutens, Wim
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Wang, King
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Yor, Marc
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International journal of theoretical and applied finance
Robert H. Smith School Research Paper
11
The journal of computational finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Applied mathematical finance
3
Finance research letters
3
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European finance review : the official journal of the European Finance Association
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Queen's Economics Department working paper
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The journal of business : B
2
The review of financial studies
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Working paper series / Federal Reserve Bank of Atlanta
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Asia-Pacific financial markets
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Digital finance : smart data analytics, investment innovation, and financial technology
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Discussion paper / Institute for Economic Research, Queen's University
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
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Review of derivatives research
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Risks : open access journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of investment strategies
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The journal of risk model validation
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
2
Two processes for two prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
Saved in:
3
Conic finance and the corporate balance sheet
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 587-610
Persistent link: https://www.econbiz.de/10009298528
Saved in:
4
Put option prices as joint distribution functions in strike and maturity : the black-scholes case
Madan, Dilip B.
;
Roynette, Bernard
;
Yor, Marc
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1075-1090
Persistent link: https://www.econbiz.de/10003946566
Saved in:
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