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Option Pricing With V. G. Mart...
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Stochastic process
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Stochastischer Prozess
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Option pricing theory
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Madan, Dilip B.
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Reyners, Sofie
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Schoutens, Wim
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Wang, King
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Quantitative finance
Robert H. Smith School Research Paper
48
Queen's Economics Department Working Paper
31
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Working Papers / Economics Department, Queen's University
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Instantaneous portfolio theory
Madan, Dilip B.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
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2
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
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3
The economics of time as it is embedded in the prices of options§
Madan, Dilip B.
;
Wang, King
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 579-593
Persistent link: https://www.econbiz.de/10014304273
Saved in:
4
Errata : Instantaneous Portfolio Theory
Madan, Dilip B.
;
Reyners, Sofie
;
Schoutens, Wim
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 633-634
Persistent link: https://www.econbiz.de/10013367841
Saved in:
5
Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP)
Madan, Dilip B.
;
Wang, King
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1391-1404
Persistent link: https://www.econbiz.de/10013367909
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