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Conic option pricing
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61
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57
English
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Schoutens, Wim
23
Madan, Dilip B.
22
Madan, Dilip
16
Bakshi, Gurdip
7
Carr, Peter
7
Yor, Marc
7
Geman, Hélyette
6
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4
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance and stochastics
5
Review of derivatives research
5
Insurance / Mathematics & economics
4
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
1
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OLC EcoSci
ECONIS (ZBW)
453
RePEc
125
EconStor
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BASE
6
USB Cologne (EcoSocSci)
4
Other ZBW resources
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1
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
Saved in:
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Average Rate Claims with Emphasis on Catastrophe Loss Options
Bakshi, Gurdip
;
Madan, Dilip
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-116
Persistent link: https://www.econbiz.de/10006695845
Saved in:
8
A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
Madan, Dilip
;
Unal, Haluk
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10006698426
Saved in:
9
Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip
;
Madan, Dilip
;
Panayotov, George
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 130-155
Persistent link: https://www.econbiz.de/10008412398
Saved in:
10
Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes
Bakshi, Gurdip
;
Madan, Dilip
;
Panayotov, George
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 380-397
Persistent link: https://www.econbiz.de/10008434822
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