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Option pricing theory
Theorie
157
Theory
155
Optionspreistheorie
92
Stochastic process
51
Stochastischer Prozess
51
CAPM
44
Volatility
41
Volatilität
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40
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37
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35
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34
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32
Optionsgeschäft
32
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29
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26
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26
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26
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26
Finanzmarkt
21
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20
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Black-Scholes model
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Free
33
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Article
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English
90
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Madan, Dilip B.
90
Wang, King
27
Schoutens, Wim
20
Carr, Peter
9
Bakshi, Gurdip S.
5
Geman, Hélyette
5
Yor, Marc
5
Eberlein, Ernst
4
Milne, Frank
4
Reyners, Sofie
4
Panayotov, George
3
Unal, Haluk
3
Abken, Peter A.
2
De Spiegeleer, Jan
2
Hirsa, Ali
2
Höcht, Stephan
2
Ramamurtie, Buddhavarapu Sailesh
2
Verschueren, Eva
2
Asmussen, Søren
1
Chang, Eric Chieh
1
Daal, Elton A.
1
Elliott, Robert J.
1
Fu, Michael
1
Glau, Kathrin
1
Grundke, Peter
1
Heidari, Massoud
1
Herold, Paul
1
Jarrow, Robert A.
1
Jin, Xing
1
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1
Khanna, Ajay
1
Pistorius, Martijn
1
Pliska, Stanley R.
1
Postorius, M.
1
Pötz, Christian
1
Riedel, Karl O.
1
Roynette, Bernard
1
Sharaiha, Yazid M.
1
Vorst, Ton
1
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1
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Bachelier Finance Society
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Robert H. Smith School Research Paper
12
The journal of computational finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Applied mathematical finance
3
International journal of theoretical and applied finance
3
European finance review : the official journal of the European Finance Association
2
Finance research letters
2
Frontiers of mathematical finance : FMF
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Queen's Economics Department working paper
2
Review of derivatives research
2
The journal of business : B
2
Working paper series / Federal Reserve Bank of Atlanta
2
Annals of finance
1
Asia-Pacific financial markets
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
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 financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Risk measures for the 21st century
1
Risks : open access journal
1
Springer finance
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of investment strategies
1
The journal of risk model validation
1
The review of financial studies
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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1
Enhancing enterprise value by trading options
Madan, Dilip B.
;
Sharaiha, Yazid M.
- In:
The journal of investment strategies
6
(
2017
)
4
,
pp. 47-80
Persistent link: https://www.econbiz.de/10011771270
Saved in:
2
On pricing contingent capital notes
Madan, Dilip B.
- In:
Recent advances in financial engineering 2011: …
,
(pp. 21-42)
.
2012
Persistent link: https://www.econbiz.de/10009573490
Saved in:
3
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:
4
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
5
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:
6
Estimation of risk-neutral and statistial densities by hermite polynomial approximation : with an application to Eurodollar futures options
Abken, Peter A.
;
Madan, Dilip B.
;
Ramamurtie, …
-
1996
Persistent link: https://www.econbiz.de/10000946463
Saved in:
7
Pricing S&P 500 index options using a Hilbert space basis
Abken, Peter A.
;
Madan, Dilip B.
;
Ramamurtie, …
-
1996
Persistent link: https://www.econbiz.de/10000983757
Saved in:
8
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:
9
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Saved in:
10
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
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