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The Fine Structure of Asset Re...
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Option pricing theory
Theorie
240
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238
Optionspreistheorie
162
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95
Stochastic process
94
Volatility
85
Volatilität
83
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19
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19
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English
160
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Madan, Dilip B.
90
Carr, Peter
65
Wang, King
27
Schoutens, Wim
21
Yor, Marc
16
Wu, Liuren
12
Geman, Hélyette
9
Lee, Roger
6
Bakshi, Gurdip S.
5
Itkin, Andrey
5
Eberlein, Ernst
4
Milne, Frank
4
Reyners, Sofie
4
Sun, Jian
4
Chesney, Marc
3
Jeanblanc, Monique
3
Panayotov, George
3
Unal, Haluk
3
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2
Costa, Doug
2
De Spiegeleer, Jan
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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Bachelier Finance Society
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Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Robert H. Smith School Research Paper
12
Finance and stochastics
7
The journal of computational finance
7
Applied mathematical finance
6
International journal of theoretical and applied finance
5
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5
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4
Review of derivatives research
4
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4
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3
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3
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3
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3
Springer finance
3
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2
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2
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2
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2
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ECONIS (ZBW)
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1
The fine structure of asset returns : an empirical investigation
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
Saved in:
2
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:
3
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:
4
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:
5
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
Saved in:
6
The variance gamma process and option pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
Saved in:
7
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:
8
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:
9
Factor models for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
10
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
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