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Search: subject:"self-decomposable"
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Sato process
4
self-decomposable distribution
4
Option pricing theory
3
Optionspreistheorie
3
Self-decomposable distribution
3
Statistical distribution
3
Statistische Verteilung
3
Theorie
3
Theory
3
bilateral gamma model
3
Bilateral gamma
2
CAPM
2
Exchange rates
2
Lévy process
2
Multifractal process
2
Multivariate Analyse
2
Multivariate analysis
2
Ornstein-Uhlenbeck process
2
Renyi function
2
Self decomposable law
2
Self decomposable laws
2
Variance gamma model
2
characteristic function
2
convex order
2
multi-plicative mean-preserving spread
2
self-decomposable law
2
self-similarity
2
Acceptable risks
1
Additive processes
1
Bilateral Gamma
1
Branching processes with immigration
1
Brownian subordination
1
Börsenkurs
1
CBOE
1
COGARCH
1
Calibration
1
Capital income
1
Characteristic exponent
1
Convolution
1
Deconvolution operator
1
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Undetermined
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Free
4
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Article
17
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Article in journal
12
Aufsatz in Zeitschrift
12
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1
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English
14
Undetermined
7
Author
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Madan, Dilip B.
11
Wang, King
8
Taufer, Emanuele
4
Leonenko, Nikolai
3
Schoutens, Wim
3
Arnold, Barry C.
1
Athreya, Krishna B.
1
Boen, Lynn
1
Guillaume, Florence
1
Keller-Ressel, Martin
1
Klüppelberg, Claudia
1
Lindner, Alexander M.
1
Maller, Ross
1
Mijatović, Aleksandar
1
Petherick, EStuart
1
Petherick, Stuart
1
Steutel, F.W.
1
Trabs, Mathias
1
van Harn, K.
1
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Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento
3
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Annals of finance
3
Applied mathematical finance
2
DISA Working Papers
2
Quantitative finance
2
Statistics & Probability Letters
2
Stochastic Processes and their Applications
2
Discussion Paper
1
Finance research letters
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Physica A: Statistical Mechanics and its Applications
1
Quaderni DISA
1
The journal of computational finance
1
The journal of computational finance : JFC
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ECONIS (ZBW)
12
RePEc
8
EconStor
1
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1
Modeling the bid and ask prices of options
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014342059
Saved in:
2
Modeling the bid and ask prices of options
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 3-36
Persistent link: https://www.econbiz.de/10014486879
Saved in:
3
Option surface statistics with applications
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied …
25
(
2022
)
6
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014235076
Saved in:
4
Two sided efficient frontiers at multiple time horizons
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
18
(
2022
)
3
,
pp. 327-353
Persistent link: https://www.econbiz.de/10013440643
Saved in:
5
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:
6
Risk neutral jump arrival rates implied in option prices and their models
Madan, Dilip B.
;
Wang, King
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 201-235
Persistent link: https://www.econbiz.de/10013171070
Saved in:
7
The economics of time as it is embedded in the prices of options§
Madan, Dilip B.
;
Wang, King
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 579-593
Persistent link: https://www.econbiz.de/10014304273
Saved in:
8
Building multivariate Sato models with linear dependence
Boen, Lynn
;
Guillaume, Florence
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012194701
Saved in:
9
Multifractal Scaling for Risky Asset Modelling
Taufer, Emanuele
;
Leonenko, Nikolai
;
Petherick, EStuart
-
Dipartimento di Informatica e Studi Aziendali, …
-
2012
driven by L«evy motion. Given a
self-decomposable
distribution, conditions for constructiong multifractal scenarios and …
Persistent link: https://www.econbiz.de/10010819749
Saved in:
10
Additive processes with bilateral gamma marginals
Madan, Dilip B.
;
Wang, King
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 171-188
Persistent link: https://www.econbiz.de/10012315165
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