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person:"Madan, Dilip B."
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option pricing theory
4
Optionspreistheorie
4
Black-Scholes model
2
Black-Scholes-Modell
2
Arbeitskampf
1
CBOE
1
Characteristic exponent
1
Derivat
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Derivative
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Exchange rate risk
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Optionsanleihe
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Madan, Dilip B.
Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Fabozzi, Frank J.
8
Takahashi, Akihiko
8
Chen, Son-nan
7
Elliott, Robert J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Schoutens, Wim
6
Wu, Ting-pin
6
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Joshi, Mark S.
5
Oosterlee, Cornelis W.
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Račev, Svetlozar T.
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Siu, Tak Kuen
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Avellaneda, Marco
4
Bernard, Carole
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Hess, Markus
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Liu, Rui Hua
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Lo, C. F.
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Macrina, Andrea
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Ritchken, Peter H.
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Russo, Emilio
4
Stoyanov, Stoyan V.
4
Weide, Hans van der
4
Wilmott, Paul
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Wu, Lixin
4
Arai, Takuji
3
Boyarchenko, Mitya
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Chiarella, Carl
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Cui, Zhenyu
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Duan, Jin-Chuan
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International journal of theoretical and applied finance
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
The journal of derivatives : the official publication of the International Association of Financial Engineers
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
3
Annals of finance
2
European finance review : the official journal of the European Finance Association
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Queen's Economics Department working paper
2
The journal of business : B
2
Working paper series / Federal Reserve Bank of Atlanta
2
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 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
1
The journal of derivatives : JOD
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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ECONIS (ZBW)
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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
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2
Conic option pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
Saved in:
3
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:
4
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
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