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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
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Measuring and monitoring the efficiency of markets
Madan, Dilip B.; Schoutens, Wim; Wang, King - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-32
Persistent link: https://www.econbiz.de/10011787482
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Two processes for two prices
Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
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Consistent upper price bounds for exotic options
Bäuerle, Nicole; Schmithals, Daniel Matthias - In: International journal of theoretical and applied finance 24 (2021) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10012650310
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Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
Alfonsi, Aurélien; Corbetta, Jacopo; Jourdain, Benjamin - In: International journal of theoretical and applied finance 22 (2019) 3, pp. 1-41
Persistent link: https://www.econbiz.de/10012019745