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person:"Madan, Dilip B."
~isPartOf:"International journal of theoretical and applied finance"
~person:"Levendorskij, Sergej Z."
~subject:"Black-Scholes model"
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Black-Scholes model
Option pricing theory
12
Optionspreistheorie
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Stochastic process
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Option trading
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Optionsgeschäft
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Wiener-Hopf factorization
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barrier options
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Madan, Dilip B.
Levendorskij, Sergej Z.
Funahashi, Hideharu
2
Gobet, Emmanuel
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Gulko, Les
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Hok, Julien
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Tsuzuki, Yukihiro
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Aguilar, Jean-Philippe
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International journal of theoretical and applied finance
Queen's Economics Department working paper
2
International journal of financial engineering
1
Quantitative finance
1
Robert H. Smith School Research Paper
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
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2
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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