Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Capital income"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Option Pricing With V. G. Mart...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
Theorie
177
Theory
173
Optionspreistheorie
92
Option pricing theory
90
CAPM
49
Stochastic process
38
Stochastischer Prozess
38
Portfolio-Management
35
Portfolio selection
34
Kapitaleinkommen
33
Volatility
31
Volatilität
31
Risiko
27
Hedging
26
Risk
25
Derivat
23
Derivative
23
Finanzmarkt
23
Financial market
22
Option trading
21
Optionsgeschäft
21
Börsenkurs
20
Share price
20
Credit risk
19
Kreditrisiko
19
Statistical distribution
18
Statistische Verteilung
18
USA
18
United States
18
Estimation
16
Schätzung
16
Black-Scholes-Modell
15
Corporate Governance
15
Black-Scholes model
13
Canada
13
Financial crisis
13
Finanzkrise
13
General equilibrium
13
Risk management
12
more ...
less ...
Online availability
All
Free
16
Undetermined
9
Type of publication
All
Book / Working Paper
18
Article
15
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
Language
All
English
33
Author
All
Madan, Dilip B.
33
Wang, King
9
Schoutens, Wim
6
Eberlein, Ernst
3
Bakshi, Gurdip
2
Panayotov, George
2
Bakshi, Gurdip S.
1
Carr, Peter
1
Cherny, Alexander
1
Kapadia, Nikunj
1
Khanna, Ajay
1
Seneta, Eugene
1
Unal, Haluk
1
Vicente Alvarez, Juan Jose
1
Yen, Ju-Yi J.
1
Yor, Marc
1
more ...
less ...
Published in...
All
Robert H. Smith School Research Paper
5
International journal of theoretical and applied finance
3
International journal of financial engineering
2
The review of financial studies
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of finance
1
Asia Pacific financial markets
1
Finance research letters
1
Financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk premia in option markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
1
,
pp. 71-94
Persistent link: https://www.econbiz.de/10011555434
Saved in:
2
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
3
The Variance Gamma (V. G.) model for share market returns
Madan, Dilip B.
- In:
The journal of business : B
63
(
1990
)
4
,
pp. 511-524
Persistent link: https://www.econbiz.de/10001097112
Saved in:
4
Conic portfolio theory
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
Saved in:
5
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
6
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 296-328
Persistent link: https://www.econbiz.de/10011577146
Saved in:
7
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
8
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
9
New measures for performance evaluation
Cherny, Alexander
;
Madan, Dilip B.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2571-2606
Persistent link: https://www.econbiz.de/10003866781
Saved in:
10
Hedge fund performance : sources and measures
Eberlein, Ernst
;
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 267-282
Persistent link: https://www.econbiz.de/10003867399
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
