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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Cont, Rama"
~person:"Gouriéroux, Christian"
~person:"Madan, Dilip B."
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Cont, Rama
Gouriéroux, Christian
Madan, Dilip B.
Jarrow, Robert A.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
66
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
28
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
17
Robert H. Smith School Research Paper
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Journal of econometrics
16
Annales d'économie et de statistique
15
Annals of finance
10
International journal of theoretical and applied finance
8
Journal of banking & finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Finance and stochastics
6
Econometric theory
5
Journal of empirical finance
5
L' Actualité économique : revue trimest.
5
The review of financial studies
5
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Quantitative finance
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
The journal of computational finance
4
Annals of economics and statistics
3
Documents de travail / Banque de France
3
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mathematics and financial economics
3
Themes in modern econometrics
3
CORE discussion paper : DP
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Discussion paper
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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 : revue de l'Association Française de Finance
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2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics
2
Journal of financial economics
2
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
2
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1
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:
2
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:
3
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:
4
Mean-variance hedging and numéraire
Gouriéroux, Christian
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
Saved in:
5
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:
6
Resilience to contagion in financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 329-365
Persistent link: https://www.econbiz.de/10011577151
Saved in:
7
Fire sales forensics : measuring endogenous risk
Cont, Rama
;
Wagalath, Lakshithe
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 835-866
Persistent link: https://www.econbiz.de/10011583806
Saved in:
8
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:
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
Constant proportion portfolio insurance in the presence of jumps in asset prices
Cont, Rama
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 379-401
Persistent link: https://www.econbiz.de/10003882496
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