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~isPartOf:"Finance research letters"
~person:"Carr, Peter"
~person:"Chiarella, Carl"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
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Option pricing theory
4
Optionspreistheorie
4
Volatility
3
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2
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2
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Carr, Peter
Chiarella, Carl
Jeon, Doh-Shin
Madan, Dilip B.
Wang, Xingchun
7
Zaremba, Adam
6
Chan, Kam C.
5
Hodoshima, Jiro
4
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Lee, Hangsuck
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Finance research letters
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
Robert H. Smith School Research Paper
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Annals of finance
10
Applied mathematical finance
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The journal of computational finance
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Finance and stochastics
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International journal of theoretical and applied finance
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European finance review : the official journal of the European Finance Association
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Finance and Stochastics
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Journal of financial and quantitative analysis : JFQA
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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American economic journal : a journal of the American Economic Association
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CESifo Working Paper
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ECONIS (ZBW)
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1
A note on sufficient conditions for no arbitrage
Carr, Peter
;
Madan, Dilip B.
- In:
Finance research letters
2
(
2005
)
3
,
pp. 125-130
Persistent link: https://www.econbiz.de/10003099264
Saved in:
2
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
3
Laplacian risk management
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
22
(
2017
),
pp. 202-210
Persistent link: https://www.econbiz.de/10011808157
Saved in:
4
Nonrandom price movements
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
17
(
2016
),
pp. 103-109
Persistent link: https://www.econbiz.de/10011596246
Saved in:
5
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
6
Option prices as probabilities
Madan, Dilip B.
;
Roynette, B.
;
Yor, Marc
- In:
Finance research letters
5
(
2008
)
2
,
pp. 79-87
Persistent link: https://www.econbiz.de/10003751294
Saved in:
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