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person:"Madan, Dilip B."
~isPartOf:"International journal of theoretical and applied finance"
~person:"Tsuzuki, Yukihiro"
~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
Option pricing theory
4
Optionspreistheorie
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Arbeitskampf
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Barrier option
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Black-Scholes delta hedging
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bilateral gamma model
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one-touch option
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Madan, Dilip B.
Tsuzuki, Yukihiro
Funahashi, Hideharu
2
Gobet, Emmanuel
2
Gulko, Les
2
Hok, Julien
2
Aguilar, Jean-Philippe
1
Albani, Vinícius
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Avellaneda, Marco
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Benhamou, Eric
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Bernard, Carole
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Ekström, Erik
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Eriksson, Jonatan
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Fabozzi, Frank J.
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Fukasawa, Masaaki
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Grzelak, Lech A.
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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
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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
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No-arbitrage bounds on two one-touch options
Tsuzuki, Yukihiro
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011403759
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2
Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
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
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