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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"THEMA Working Papers"
~person:"Madan, Dilip B."
~person:"Palma, André de"
~subject:"Characteristic exponent"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Characteristic exponent
Option pricing theory
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Madan, Dilip B.
Palma, André de
Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
Takahashi, Akihiko
7
Elliott, Robert J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
5
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5
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Boyarchenko, Mitya
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Neumann, C. D. D.
3
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3
Pistorius, Martijn
3
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International journal of theoretical and applied finance
THEMA Working Papers
The journal of computational finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Applied mathematical finance
3
Finance research letters
3
Annals of finance
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European finance review : the official journal of the European Finance Association
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Journal of risk and financial management : JRFM
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Asia-Pacific financial markets
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Digital finance : smart data analytics, investment innovation, and financial technology
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International Journal of Portfolio Analysis and Management
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International journal of financial engineering
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Review of derivatives research
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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:
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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