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Madan, Dilip B.
Carr, Peter
255
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28
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24
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5
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ECONIS (ZBW)
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5
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Saddlepoint methods for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
Saved in:
2
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:
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
Saved in:
4
Factor models for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
5
A note on sufficient conditions for no arbitrage
Carr, Peter
;
Madan, Dilip B.
- In:
Finance research letters
2
(
2005
)
3
,
pp. 125-130
Persistent link: https://www.econbiz.de/10003099264
Saved in:
6
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
Saved in:
7
Pricing and hedging in incomplete markets
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 131-167
Persistent link: https://www.econbiz.de/10001608818
Saved in:
8
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
Saved in:
9
Option valuation using the fast Fourier transform
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
Saved in:
10
The variance gamma process and option pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
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