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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Madan, Dilip B.
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Jarrow, Robert A.
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Carr, Peter
2
Jin, Xing
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Robert H. Smith School Research Paper
48
Annals of finance
12
International journal of theoretical and applied finance
12
Finance and stochastics
9
Mathematical Finance
9
The journal of computational finance
8
Finance research letters
7
Journal of risk
7
Applied mathematical finance
6
Economics Papers from University Paris Dauphine
6
Review of derivatives research
6
The journal of business : B
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
Mathematics and financial economics
5
Quantitative Finance
5
Quantitative finance
5
Journal of Risk and Financial Management
4
Journal of banking & finance
4
Journal of financial economics
4
Queen's Economics Department working paper
4
The review of financial studies
4
Finance and Stochastics
3
Insurance / Mathematics & economics
3
International journal of financial engineering
3
Journal of financial and quantitative analysis : JFQA
3
Journal of risk and financial management : JRFM
3
Papers / arXiv.org
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Asia-Pacific financial markets
2
Australian economic papers
2
Discussion paper / Institute for Economic Research, Queen's University
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Economica
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Economics Letters
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Economics letters
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European finance review : the official journal of the European Finance Association
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Finance and economics discussion series
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Journal of Banking & Finance
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Open Access publications from Université Paris-Dauphine
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ECONIS (ZBW)
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On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 296-328
Persistent link: https://www.econbiz.de/10011577146
Saved in:
2
Simple processes and the pricing and hedging of Cliquets
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10009712550
Saved in:
3
SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10010063820
Saved in:
4
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
5
SELF-DECOMPOSABILITY AND OPTION PRICING
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10008222126
Saved in:
6
Stochastic Volatility for Lévy Processes
Carr, Petter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 345-382
Persistent link: https://www.econbiz.de/10008215443
Saved in:
7
Time changes for Lévy processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
Saved in:
8
ARTICLES - Time Changes for Lévy Processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10008217202
Saved in:
9
The second fundamental theorem of asset pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
Saved in:
10
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
Saved in:
11
ARTICLES - The Second Fundamental Theorem of Asset Pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-274
Persistent link: https://www.econbiz.de/10008218348
Saved in:
12
A Discrete Time Equivalent Martingale Measure
Elliott, Robert J.
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10008219271
Saved in:
13
Contingent claims valued and hedged by pricing and investing in a basis
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 223-245
Persistent link: https://www.econbiz.de/10001185098
Saved in:
14
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Saved in:
15
Contingent Claims Valued and Hedged by Pricing and Investing in a Basis
Madan, Dilip B.
;
Milne, Frank
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 223-246
Persistent link: https://www.econbiz.de/10008223923
Saved in:
16
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
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