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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"THEMA Working Papers"
~person:"Jeanblanc, Monique"
~person:"Madan, Dilip B."
~person:"Palma, André de"
~person:"Wu, Lixin"
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Option pricing theory
12
Optionspreistheorie
12
Stochastic process
5
Stochastischer Prozess
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5
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2
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Jeanblanc, Monique
Madan, Dilip B.
Palma, André de
Wu, Lixin
Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
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7
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Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
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International journal of theoretical and applied finance
THEMA Working Papers
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14
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
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9
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ECONIS (ZBW)
13
RePEc
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1
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
2
Role of information in
pricing
default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
3
First-to-default and second-to-default options in models with various information flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012652666
Saved in:
4
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
Saved in:
5
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
6
Pricing
of contingent claims in a two-dimensional model with random dividends
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1091-1104
Persistent link: https://www.econbiz.de/10003946574
Saved in:
7
CVA and FVA to derivatives trades collateralized by cash
Wu, Lixin
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011403893
Saved in:
8
Utility maximization with random horizon : a BSDE approach
Jeanblanc, Monique
;
Mastrolia, Thibaut
;
Possamai͏̈, Dylan
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011404177
Saved in:
9
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:
10
Asian options with the American early exercise feature
Wu, Lixin
;
Kwok, Yue-Kuen
;
Yu, Hong
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
Saved in:
1
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