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person:"Madan, Dilip B."
~accessRights:"restricted"
~isPartOf:"Discussion paper / Institute for Economic Research, Queen's University"
~isPartOf:"The journal of computational finance"
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Option pricing theory
2
Optionspreistheorie
2
Black-Scholes implied volatility
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
CGMY model
1
Chebyshev polynomial
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Gauss Laguerre quadrature
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Laplace implied volatility
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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beta exposure pricing
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completely monotone function
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gap risk pricing
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negative binomial process
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Madan, Dilip B.
Ehrhardt, Matthias
3
Kirkby, J. Lars
3
Le Floc'h, Fabien
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Crépey, Stéphane
2
Fries, Christian
2
Glau, Kathrin
2
Grossinho, Maria do Rosário
2
Guerra, João
2
Günther, Michael
2
Jabłecki, Juliusz
2
Kandhai, Drona
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Pagès, Gilles
2
Ahdida, Abdelkoddousse
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Albani, Vinícius
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Alfonsi, Aurélien
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Andersen, Leif B. G.
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Ascher, Uri M.
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Asghari, Naser M.
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Auster, Johan
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Bain, Alan
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Belak, Christoph
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Benk, Janos
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Bhatoo, Omishwary
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Briani, Maya
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Burkovska, Olena
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Calvo-Garrido, M. C.
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Cantarutti, Nicola
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Caramellino, Lucia
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Carr, Peter
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Chataigner, Marc
1
Chen, Yuwei
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Chevalier, Etienne
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Christara, Christiana C.
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Discussion paper / Institute for Economic Research, Queen's University
The journal of computational finance
Finance research letters
3
Annals of finance
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Applied mathematical finance
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Quantitative finance
2
Digital finance : smart data analytics, investment innovation, and financial technology
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International journal of financial engineering
1
International journal of theoretical and applied finance
1
Journal of risk
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of derivatives : JOD
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The journal of investment strategies
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The journal of risk model validation
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ECONIS (ZBW)
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The Chebyshev method for the implied volatility
Glau, Kathrin
;
Herold, Paul
;
Madan, Dilip B.
;
Pötz, …
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012162365
Saved in:
2
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
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