//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Madan, Dilip B."
~isPartOf:"International journal of theoretical and applied finance"
~person:"Dao, Tung-Lam"
~person:"Leduc, Guillaume"
~subject:"Black-Scholes-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Optionsbewertung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Option pricing theory
4
Optionspreistheorie
4
Black-Scholes model
3
Statistical distribution
2
Statistische Verteilung
2
Arbeitskampf
1
CBOE
1
Characteristic exponent
1
Industrial action
1
Option pricing
1
Probability theory
1
Sato process
1
Self-decomposable law
1
Volatility
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
Yield curve
1
Zinsstruktur
1
bilateral gamma model
1
binomial model
1
skewness
1
smile dynamics
1
smooth convergence
1
terminal probability
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Madan, Dilip B.
Dao, Tung-Lam
Leduc, Guillaume
Funahashi, Hideharu
2
Gobet, Emmanuel
2
Gulko, Les
2
Hok, Julien
2
Tsuzuki, Yukihiro
2
Aguilar, Jean-Philippe
1
Albani, Vinícius
1
Avellaneda, Marco
1
Benhamou, Eric
1
Bernard, Carole
1
Bouchaud, Jean-Philippe
1
Boyarchenko, Mitya
1
Cezaro, Adriano de
1
Deng, Pingjin
1
Dewynne, Jeff N.
1
Di Graziano, Giuseppe
1
Dokučaev, Nikolaj G.
1
Dyrssen, Hannah
1
Ehrhardt, Matthias
1
Ekström, Erik
1
Eriksson, Jonatan
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Fukasawa, Masaaki
1
Gapeev, Pavel V.
1
Gatheral, Jim
1
Grzelak, Lech A.
1
Götz, Barbara
1
Hassan, Nadima el
1
Heuwelyckx, Fabien
1
Ikonen, Samuli
1
Innocentis, Marco de
1
Josephy, Norman H.
1
Kimball, Lucia
1
Lapeyre, Bernard
1
Le Floc'h, Fabien
1
Leccadito, Arturo
1
Levendorskij, Sergej Z.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Queen's Economics Department working paper
2
The journal of computational finance
2
International journal of financial engineering
1
Quantitative finance
1
Risks : open access journal
1
Robert H. Smith School Research Paper
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What a difference one probability makes in the convergence of binomial trees
Leduc, Guillaume
;
Palmer, Kenneth J.
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012496772
Saved in:
2
Skew and implied leverage effect : smile dynamics revisited
Vargas, Vincent
;
Dao, Tung-Lam
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011403762
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->