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Kapitaleinkommen
Theorie
152
Theory
150
Optionspreistheorie
135
Option pricing theory
133
Stochastic process
54
Stochastischer Prozess
54
Volatility
48
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48
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44
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39
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Messung
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English
37
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Madan, Dilip B.
33
Schoutens, Wim
9
Wang, King
9
Eberlein, Ernst
3
Bakshi, Gurdip
2
Chernih, Andrew
2
Panayotov, George
2
Vanduffel, Steven
2
Bakshi, Gurdip S.
1
Beirlant, Jan
1
Carr, Peter
1
Cherny, Alexander
1
De Spiegeleer, Jan
1
Höcht, Stephan
1
Kapadia, Nikunj
1
Khanna, Ajay
1
Ma, Cong
1
Madan, D. B.
1
Maj, Matheusz
1
Seneta, E.
1
Seneta, Eugene
1
Unal, Haluk
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Van Kleeck, Robert
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Vicente Alvarez, Juan Jose
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Robert H. Smith School Research Paper
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3
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The review of financial studies
2
AFI
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of finance
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Applied mathematical finance
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Asia Pacific financial markets
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Economic Statistics Papers, The University of Sydney, Department of Economic Statistics
1
Finance research letters
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
1
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ECONIS (ZBW)
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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
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2
Bilateral multiple gamma returns : their risks and rewards
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012602702
Saved in:
3
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:
4
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
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5
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
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6
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
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7
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
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8
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
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9
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:
10
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
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