//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied 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
The Multinomial Option Pricing...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Capital income
4
Kapitaleinkommen
4
Option trading
4
Optionsgeschäft
4
Acceptable risks
3
Option pricing theory
3
Optionspreistheorie
3
Bilateral gamma
2
Börsenkurs
2
CAPM
2
Risiko
2
Risk
2
Sato process
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
bilateral gamma model
2
distorted expectations
2
Aktienindex
1
Arbeitskampf
1
Bid-ask spread
1
Black-Scholes model
1
Black-Scholes-Modell
1
CBOE
1
CIR spot rate model
1
Call spread
1
Characteristic exponent
1
Concave distortions
1
Conveyor system
1
Derivat
1
Derivative
1
Efficiency
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Madan, Dilip B.
12
Schoutens, Wim
6
Wang, King
2
Cherny, Alexander
1
Eberlein, Ernst
1
Pistorius, Martijn
1
Roynette, Bernard
1
Yor, Marc
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Working Papers / Economics Department, Queen's University
1,300
Development Discussion Papers
271
Queen's Economics Department Working Paper
31
Queen's Economics Department working paper
30
Robert H. Smith School Research Paper
23
Annals of finance
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Journal of financial and quantitative analysis : JFQA
11
Working papers in economics and econometrics
11
Discussion paper / Institute for Economic Research, Queen's University
10
Queen’s Economics Department Working Paper
9
Applied mathematical finance
8
Economica
8
Frontiers of mathematical finance : FMF
8
Quantitative Finance
8
The journal of computational finance
8
Finance research letters
7
Journal of economic literature
7
The review of financial studies
7
Journal of Financial and Quantitative Analysis
6
Mathematical Finance
6
Quantitative finance
6
International economic review
5
Journal of economic theory
5
Journal of financial economics
5
Journal of risk
5
Mathematics and financial economics
5
Review of Financial Studies
5
The international library of critical writings in financial economics
5
The journal of business : B
5
Annals of Finance
4
Center for Financial Institutions Working Papers
4
Department of Economics discussion paper / Department of Economics, The University of Birmingham
4
Development discussion paper
4
Economics letters
4
Finance and stochastics
4
Journal of banking & finance
4
Journal of investment management : JOIM
4
Journal of risk and financial management : JRFM
4
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tenor specific pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009672593
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
Markets as a counterparty : an introduction to conic finance
Madan, Dilip B.
;
Cherny, Alexander
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1149-1177
Persistent link: https://www.econbiz.de/10008906182
Saved in:
4
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:
5
Hedge fund performance : sources and measures
Eberlein, Ernst
;
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 267-282
Persistent link: https://www.econbiz.de/10003867399
Saved in:
6
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:
7
Conic portfolio theory
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
Saved in:
8
Conic trading in a Markovian steady state
Madan, Dilip B.
;
Pistorius, Martijn
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686840
Saved in:
9
Measuring and monitoring the efficiency of markets
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787482
Saved in:
10
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->