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Option pricing theory
58
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58
Stochastic process
49
Stochastischer Prozess
49
Volatility
31
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31
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27
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19
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variance gamma
16
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11
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10
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option pricing
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variance gamma model
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Madan, Dilip B.
23
Ivanov, Roman V.
8
Carr, Peter
5
Schoutens, Wim
5
Göncü, Ahmet
4
Wang, King
4
Aguilar, Jean-Philippe
3
Cao, Lingyan
3
Cervellera, Gian P.
3
Madan, Dilip
3
Mercuri, Lorenzo
3
Neto, David
3
Sardy, Sylvain
3
Tichý, Tomáš
3
Yor, Marc
3
BOYARCHENKO, MITYA
2
Cummins, Mark
2
Guo, Zheng-Feng
2
Heidergott, Bernd
2
Hitaj, Asmerilda
2
Hughston, Lane P.
2
Kao, Lie Jane
2
Karahan, Mehmet Oguz
2
Kiely, Greg
2
Kozubowski, Tomasz J.
2
Kuzubas, Tolga Umut
2
Küchler, Uwe
2
LEVENDORSKIĬ, SERGEI
2
MADAN, DILIP B.
2
Madan, Dilip B
2
Mata, Leovardo
2
Mazur, Stepan
2
Michaelsen, Markus
2
Mozumder, Sharif
2
Murphy, Bernard
2
Naumann, Eva
2
Nzokem, Aubain Hilaire
2
Pistorius, Martijn
2
Podgorski, Krysztof
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Collegio Carlo Alberto, Università degli Studi di Torino
1
Colwell, David , Banking & Finance, Australian School of Business, UNSW
1
Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin"
1
Economics Department, Queen's University
1
Geary Institute, University College Dublin
1
Institut d'Economie et Econométrie, Université de Genève
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Lee, Brendan Chee-Seng, Banking & Finance, Australian School of Business, UNSW
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Instituut
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International journal of theoretical and applied finance
11
International Journal of Theoretical and Applied Finance (IJTAF)
8
International journal of financial engineering
5
Journal of Risk and Financial Management
4
The journal of computational finance
4
Annals of finance
3
Applied mathematical finance
3
Asia-Pacific financial markets
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
Risks : open access journal
3
Annals of financial economics
2
Applied Mathematical Finance
2
Asia-Pacific Financial Markets
2
Bogazici Journal of Economics and Administrative Sciences
2
Computational Statistics & Data Analysis
2
Computational economics
2
Finance and Stochastics
2
Finance research letters
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
MPRA Paper
2
Management Science
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics and financial economics
2
Politická ekonomie
2
Risks
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working papers
2
Accounting & Taxation
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of Finance
1
Cahiers du Département d'Econométrie
1
Carlo Alberto Notebooks
1
Computational management science
1
Computing in Economics and Finance 2003
1
Czech Journal of Economics and Finance (Finance a uver)
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
87
RePEc
45
EconStor
8
BASE
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Other ZBW resources
2
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61
Numerical analysis on local risk-minimization for exponential Lévy models
Arai, Takuji
;
Imai, Yuto
;
Suzuki, Ryoichi
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011454349
Saved in:
62
Dynamic conic hedging for competitiveness
Madan, Dilip B.
;
Pistorius, Martijn
;
Schoutens, Wim
- In:
Mathematics and financial economics
10
(
2016
)
4
,
pp. 405-439
Persistent link: https://www.econbiz.de/10011555303
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63
Risk premia in option markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
1
,
pp. 71-94
Persistent link: https://www.econbiz.de/10011555434
Saved in:
64
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 296-328
Persistent link: https://www.econbiz.de/10011577146
Saved in:
65
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
Göncü, Ahmet
;
Karahan, Mehmet Oğuz
;
Kuzubaş, Tolga Umut
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011672611
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66
Variance-Gamma
and Normal-Inverse Gaussian models : goodness-of-fit to Chinese high-frequency index returns
Göncü, Ahmet
;
Yang, Hao
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 279-292
Persistent link: https://www.econbiz.de/10011672682
Saved in:
67
Market risk of investment in us subprime crisis : comparison of a pure diffusion and a pure jump model
Mozumder, Sharif
;
Rahman, Arafatur
- In:
Annals of financial economics
11
(
2016
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011685729
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68
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:
69
Hedging insurance books
Carr, Peter
;
Madan, Dilip B.
;
Melamed, Michael
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 364-373
Persistent link: https://www.econbiz.de/10011597326
Saved in:
70
On exact pricing of FX options in multivariate time-changed levy models
Ivanov, Roman V.
;
Ano, Katsunori
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 201-216
Persistent link: https://www.econbiz.de/10011927968
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