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person:"Madan, Dilip B."
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of risk"
~isPartOf:"Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011"
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Search: subject_exact:"Optionsbewertung"
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Option pricing theory
5
Optionspreistheorie
5
Arbeitskampf
1
Bid-ask spread
1
Black-Scholes model
1
Black-Scholes-Modell
1
CBOE
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acceptable risks
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Madan, Dilip B.
Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
Takahashi, Akihiko
8
Joshi, Mark S.
7
Elliott, Robert J.
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Gapeev, Pavel V.
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Lo, C. F.
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Račev, Svetlozar T.
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International journal of theoretical and applied finance
Journal of risk
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
Robert H. Smith School Research Paper
11
The journal of computational finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Applied mathematical finance
3
Finance research letters
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European finance review : the official journal of the European Finance Association
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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
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1
Insurance / Mathematics & economics
1
International Journal of Portfolio Analysis and Management
1
International journal of financial engineering
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Review of derivatives research
1
Risks : open access journal
1
Springer finance
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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
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The journal of risk model validation
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The review of financial studies
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
2
Acceptability bounds for forward starting options using disciplined convex programming
Madan, Dilip B.
;
Wang, King
- In:
Journal of risk
19
(
2016
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013177069
Saved in:
3
Modeling risk-weighted assets and the risk sensitivity of related capital requirements
Eberlein, Ernst
;
Madan, Dilip B.
;
Schoutens, Wim
- In:
Journal of risk
16
(
2013
)
2
,
pp. 3-23
Persistent link: https://www.econbiz.de/10010237932
Saved in:
4
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:
5
Put option prices as joint distribution functions in strike and maturity : the black-scholes case
Madan, Dilip B.
;
Roynette, Bernard
;
Yor, Marc
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1075-1090
Persistent link: https://www.econbiz.de/10003946566
Saved in:
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