//--> //--> //-->
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:"Mathematics and financial economics"
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
Modeling the bid and ask price...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Nonlinear expectation
2
Risikomaß
2
Risk measure
2
Bilateral gamma process
1
Discounted variance gamma
1
Distorted expectation
1
Erwartungsbildung
1
Estimation
1
Expectation formation
1
Hedging
1
Inhomogeneous loss process
1
Law invariant risk measures
1
Measure distortion
1
Measure distortions
1
Measurement
1
Messung
1
Nichtlineare Regression
1
Nonlinear regression
1
Schätzung
1
Static and semi static hedging
1
Stochastic process
1
Stochastischer Prozess
1
Value at risk
1
Variance gamma model
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Madan, Dilip B.
5
Schoutens, Wim
3
Pistorius, Martijn
2
Eberlein, Ernst
1
Yor, Marc
1
Published in...
All
Mathematics and financial economics
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
12
Finance and stochastics
11
Mathematical Finance
11
The journal of computational finance
11
Applied mathematical finance
10
International Journal of Theoretical and Applied Finance (IJTAF)
9
AFI
8
Insurance / Mathematics & economics
8
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
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
Finance and Stochastics
5
Insurance: Mathematics and Economics
5
Journal of financial and quantitative analysis : JFQA
5
Journal of risk
5
Papers / arXiv.org
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)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conic coconuts : the pricing of contingent capital notes using conic finance
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematics and financial economics
4
(
2011
)
2
,
pp. 87-106
Persistent link: https://www.econbiz.de/10008987827
Saved in:
2
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
Saved in:
3
Structured products equilibria in conic two price markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematics and financial economics
6
(
2012
)
1
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009544186
Saved in:
4
Nonlinear equity valuation using conic finance and its regulatory implications
Madan, Dilip B.
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 31-65
Persistent link: https://www.econbiz.de/10012055751
Saved in:
5
Bid and ask prices as non-linear continuous time G-expectations based on distortions
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Mathematics and financial economics
8
(
2014
)
3
,
pp. 265-289
Persistent link: https://www.econbiz.de/10010365556
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->