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Pricing options on realized variance
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 9 (2005) 4, pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
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Stochastic volatility, jumps and hidden time changes
Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 6 (2002) 1, pp. 63-90
Persistent link: https://www.econbiz.de/10001643753
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Optimal investment in derivative securities
Carr, Peter; Jin, Xing; Madan, Dilip B. - In: Finance and stochastics 5 (2001) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
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On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Madan, Dilip B.; Pistorius, M.; Stadje, M. - In: Finance and stochastics 21 (2017) 4, pp. 1073-1102
Persistent link: https://www.econbiz.de/10011944476
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Completion of a Lévy market by power-jump assets
Corcuera, José Manuel; Nualart, David; Schoutens, Wim - In: Finance and stochastics 9 (2005) 1, pp. 109-127
Persistent link: https://www.econbiz.de/10002497084
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Completion of a Lévy market by power-jump assets
Corcuera, José Manuel; Nualart, David; Schoutens, Wim - In: Finance and stochastics 9 (2005) 1, pp. 109-128
Persistent link: https://www.econbiz.de/10008222973
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Hedging contingent claims on semimartingales
Jarrow, Robert; Madan, Dilip B. - In: Finance and stochastics 3 (1999) 1, pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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Pricing options on realized variance
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 9 (2005) 4, pp. 453-476
Persistent link: https://www.econbiz.de/10008214154
Cover Image
Stochastic volatility, jumps and hidden time changes
Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 6 (2002) 1, pp. 63-90
Persistent link: https://www.econbiz.de/10008216498
Cover Image
Optimal investment in derivative securities
Carr, Peter; Jin, Xing; Madan, Dilip B. - In: Finance and stochastics 5 (2001) 1, pp. 33-60
Persistent link: https://www.econbiz.de/10008217237