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Modeling the bid and ask price...
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Bid-ask spread
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Geld-Brief-Spanne
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Option pricing theory
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Optionspreistheorie
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Capital structure
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Credit risk
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acceptable risks
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convex optimization
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distorted expectation
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duality
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martingale conditions
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Madan, Dilip B.
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Journal of risk
Robert H. Smith School Research Paper
48
Quantitative Finance
19
International journal of theoretical and applied finance
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Annals of finance
14
Review of derivatives research
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Finance and stochastics
11
Mathematical Finance
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The journal of computational finance
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Applied mathematical finance
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International Journal of Theoretical and Applied Finance (IJTAF)
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AFI
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Insurance / Mathematics & economics
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Finance research letters
7
Quantitative finance
7
The journal of business : B
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The review of financial studies
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Economics Papers from University Paris Dauphine
6
International journal of financial engineering
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Journal of banking & finance
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Journal of financial economics
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Queen's Economics Department Working Paper
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Working Papers / Economics Department, Queen's University
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Finance and Stochastics
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Insurance: Mathematics and Economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Center for Financial Institutions Working Papers
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Journal of Banking & Finance
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Journal of Risk and Financial Management
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Queen's Economics Department working paper
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Review of Derivatives Research
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Risk : managing risk in the world's financial markets
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The journal of credit risk : published quarterly by Incisive Media
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Applied Mathematical Finance
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1
Acceptability bounds for forward starting options using disciplined convex programming
Madan, Dilip B.
;
Wang, King
- In:
Journal of risk
19
(
2016
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013177069
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2
Modeling risk-weighted assets and the risk sensitivity of related capital requirements
Eberlein, Ernst
;
Madan, Dilip B.
;
Schoutens, Wim
- In:
Journal of risk
16
(
2013
)
2
,
pp. 3-23
Persistent link: https://www.econbiz.de/10010237932
Saved in:
3
Markets, profits, capital, leverage and return
Carr, Peter
;
Madan, Dilip B.
;
Alvarez, Juan Jose Vicente
- In:
Journal of risk
14
(
2011/12
)
1
,
pp. 95-122
Persistent link: https://www.econbiz.de/10011301314
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4
Pricing to acceptability : with applications to valuation of one’s own credit risk
Eberlein, Ernst
;
Gehrig, Thomas
;
Madan, Dilip B.
- In:
Journal of risk
15
(
2012/13
)
1
,
pp. 91-120
Persistent link: https://www.econbiz.de/10009657963
Saved in:
5
On correlating Lévy processes
Eberlein, Ernst
;
Madan, Dilip B.
- In:
Journal of risk
13
(
2010/11
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10008699159
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