//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Conic trading in a Markovian s...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
7
Optionspreistheorie
7
Theorie
7
Theory
7
CAPM
3
Hedging
3
Stochastic process
3
Stochastischer Prozess
3
Arbitrage
1
Börsenkurs
1
Capital income
1
Decomposition method
1
Dekompositionsverfahren
1
Estimation theory
1
Kapitaleinkommen
1
Market mechanism
1
Markov chain
1
Markov-Kette
1
Marktmechanismus
1
Martingal
1
Martingale
1
Martingales
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
Schätztheorie
1
Share price
1
Volatility
1
Volatilität
1
Vollkommener Markt
1
Yield curve
1
Zinsstruktur
1
abnormal earnings
1
discounting process
1
generalized gamma convolution
1
martingale limits
1
variance gamma
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Undetermined
9
Author
All
Madan, Dilip B.
16
Yor, Marc
6
Geman, Hélyette
5
Elliott, Robert J.
3
Jarrow, Robert A.
3
Carr, Peter
2
Jin, Xing
2
Milne, Frank
2
Pistorius, Martijn
2
Schoutens, Wim
2
Carr, Petter
1
Chesney, Marc
1
Jarrow, Robert
1
Madan, Dilip
1
Mijatovi´c, Aleksandar
1
Mijatović, Aleksandar
1
Yang, Hailiang
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Robert H. Smith School Research Paper
48
International journal of theoretical and applied finance
21
Quantitative Finance
20
Annals of finance
14
Finance and stochastics
13
International Journal of Theoretical and Applied Finance (IJTAF)
13
Papers / arXiv.org
13
Review of derivatives research
12
The journal of computational finance
12
Insurance / Mathematics & economics
11
Mathematical Finance
11
Applied mathematical finance
10
AFI
8
Finance and Stochastics
7
Finance research letters
7
Quantitative finance
7
The journal of business : B
7
The review of financial studies
7
Economics Papers from University Paris Dauphine
6
Insurance: Mathematics and Economics
6
International journal of financial engineering
6
Journal of banking & finance
6
Journal of financial economics
6
Queen's Economics Department Working Paper
6
Working Papers / Economics Department, Queen's University
6
Journal of financial and quantitative analysis : JFQA
5
Journal of risk
5
Mathematics and financial economics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Annals of Finance
4
Center for Financial Institutions Working Papers
4
International journal of financial research
4
Journal of Banking & Finance
4
Journal of Risk and Financial Management
4
Queen's Economics Department working paper
4
Review of Derivatives Research
4
Risk : managing risk in the world's financial markets
4
The journal of credit risk : published quarterly by Incisive Media
4
Applied Mathematical Finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
OLC EcoSci
9
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simple processes and the pricing and hedging of Cliquets
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10009712550
Saved in:
2
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
3
Contingent claims valued and hedged by pricing and investing in a basis
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 223-245
Persistent link: https://www.econbiz.de/10001185098
Saved in:
4
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Saved in:
5
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
Saved in:
6
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:
7
Time changes for Lévy processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
Saved in:
8
The second fundamental theorem of asset pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
Saved in:
9
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
10
SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10010063820
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->