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~isPartOf:"Review of derivatives research"
~person:"Madan, Dilip B."
~subject:"Allgemeines Gleichgewicht"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Markov-Kette"
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Review of derivatives research
Annals of finance
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Robert H. Smith School Research Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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International journal of theoretical and applied finance
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Option pricing using variance gamma Markov Chains
Konikov, Mikhail
;
Madan, Dilip B.
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 58-115
Persistent link: https://www.econbiz.de/10001652024
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