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Theorie
174
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172
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103
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64
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63
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Madan, Dilip B.
431
Yor, Marc
114
Wang, King
70
Schoutens, Wim
69
Madan, Dilip
67
Carr, Peter
45
Geman, Hélyette
41
Eberlein, Ernst
29
Unal, Haluk
26
Milne, Frank
25
Bakshi, Gurdip
22
Bakshi, Gurdip S.
21
Pistorius, Martijn
19
Elliott, Robert J.
14
Panayotov, George
14
Yor, M.
14
Cherny, Alexander S.
9
Föllmer, Hans
9
Jarrow, Robert A.
9
Abken, Peter A.
8
Chesney, Marc
8
MADAN, DILIP B.
8
Guntay, Levent
7
Jeanblanc, Monique
7
Jin, Xing
7
Madan, D.
7
Wu, Ching-Tang
7
Roynette, B.
6
Zhang, Frank Xiaoling
6
Jarrow, Robert
5
Kapadia, Nikunj
5
Reyners, Sofie
5
Cherny, Alexander
4
Elliott, Robert
4
Ewald, Christian-Oliver
4
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4
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4
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4
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4
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4
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8
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6
Université Paris-Dauphine (Paris IX)
6
Financial Institutions Center, Wharton School of Business
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
4
Federal Reserve Board (Board of Governors of the Federal Reserve System)
3
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Robert H. Smith School Research Paper
48
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
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16
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16
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15
Stochastic Processes and their Applications
15
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13
International journal of theoretical and applied finance
12
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8
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8
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8
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8
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7
Statistics & Probability Letters
7
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7
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7
Economics Papers from University Paris Dauphine
6
Finance and Stochastics
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
Journal of financial economics
6
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6
Queen's Economics Department Working Paper
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Review of derivatives research
6
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5
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5
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4
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4
Queen's Economics Department working paper
4
Risk : managing risk in the world's financial markets
4
Economic Statistics Papers, The University of Sydney, Department of Economic Statistics
3
Finance and Economics Discussion Series
3
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3
Insurance: Mathematics and Economics
3
International journal of financial engineering
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ECONIS (ZBW)
380
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BASE
8
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5
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1
Option prices as probabilities
Madan, Dilip B.
;
Roynette, B.
;
Yor, Marc
- In:
Finance research letters
5
(
2008
)
2
,
pp. 79-87
Persistent link: https://www.econbiz.de/10003751294
Saved in:
2
Stochastic volatility, jumps and hidden time changes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 63-90
Persistent link: https://www.econbiz.de/10001643753
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
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:
5
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
Saved in:
6
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:
7
Correlation and the pricing of risks
Atlan, Marc
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Annals of finance
3
(
2007
)
4
,
pp. 411-453
Persistent link: https://www.econbiz.de/10003529804
Saved in:
8
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
Saved in:
9
A simple stochastic rate model for rate equity hybrid products
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 461-488
Persistent link: https://www.econbiz.de/10010235587
Saved in:
10
Two price economies in continuous time
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Annals of finance
10
(
2014
)
1
,
pp. 71-100
Persistent link: https://www.econbiz.de/10010244607
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