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Schoutens, Wim
23
Madan, Dilip B.
22
Madan, Dilip
16
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7
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7
Yor, Marc
7
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6
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Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Finance and stochastics
6
Insurance / Mathematics & economics
6
Review of derivatives research
5
Risk : managing risk in the world's financial markets
4
Applied mathematical finance
3
Journal of financial economics
3
The journal of business : B
3
The review of financial studies
3
International journal of financial research
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Australian economic papers
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Financial markets, institutions & instruments
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research, Management science : OR MS ; the international literature digest
1
Quantitative finance
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
The journal of computational finance
1
The review of economics and statistics
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EconStor
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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
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2
Systemic risk tradeoffs and option prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 222-230
Persistent link: https://www.econbiz.de/10010098499
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3
A two-dimensional ruin problem on the positive quadrant
Avram, Florin
;
Palmowski, Zbigniew
;
Pistorius, Martijn
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 227-234
Persistent link: https://www.econbiz.de/10007905830
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4
Optimal dividend distribution under Markov regime switching
Jiang, Zhengjun
;
Pistorius, Martijn
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 449-477
Persistent link: https://www.econbiz.de/10009983146
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5
CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES
Mijatović, Aleksandar
;
Pistorius, Martijn
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10010063812
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6
A two-dimensional ruin problem on the positive quadrant
Avram, Florin
;
Palmowski, Zbigniew
;
Pistorius, Martijn
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 227-235
Persistent link: https://www.econbiz.de/10008886700
Saved in:
7
Spanning and derivative-security valuation
Bakshi, G.
;
Madan, D.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10006517008
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8
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Bakshi, G.
;
Kapadia, N.
;
Madan, D.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-144
Persistent link: https://www.econbiz.de/10007034627
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9
A Theory of Volatility Spreads
Bakshi, Gurdip
;
Madan, Dilip
- In:
Management science : journal of the Institute for …
52
(
2006
)
12
,
pp. 1945-1956
Persistent link: https://www.econbiz.de/10007396016
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10
Investigating the Role of Systematic and Firm-Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models
Bakshi, Gurdip
;
Madan, Dilip
;
Zhang, Frank Xiaoling
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1955-1988
Persistent link: https://www.econbiz.de/10007293316
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