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Jointly Modeling of VIX and SP...
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Theorie
162
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162
Option pricing theory
139
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139
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65
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64
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62
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Madan, Dilip B.
418
Carr, Peter
255
Schoutens, Wim
68
Wu, Liuren
66
Wang, King
58
Yor, Marc
42
Geman, Hélyette
34
Eberlein, Ernst
26
Bakshi, Gurdip
20
Milne, Frank
17
Unal, Haluk
17
Lee, Roger
16
Pistorius, Martijn
16
Elliott, Robert J.
12
Jarrow, Robert A.
12
Bakshi, Gurdip S.
11
Itkin, Andrey
10
Panayotov, George
10
Cherny, Alexander S.
9
Abken, Peter A.
8
MADAN, DILIP B.
8
CARR, PETER
7
Jin, Xing
7
Linetsky, Vadim
7
Sun, Jian
7
Guntay, Levent
5
Madan, Dilip
5
Reyners, Sofie
5
Xiao, Yajun
5
Zhang, Frank Xiaoling
5
Ewald, Christian-Oliver
4
Fisher, Travis
4
Geman, Helyette
4
Hirsa, Ali
4
Jarrow, Robert
4
Mayo, Anita
4
Papanicolaou, Andrew
4
Prucha, Ingmar R.
4
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4
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Robert H. Smith School Research Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Finance and stochastics
18
International journal of theoretical and applied finance
15
The review of financial studies
13
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11
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11
Review of derivatives research
10
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Finance and Stochastics
9
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9
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9
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8
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8
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8
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8
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Risk : managing risk in the world's financial markets
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Economics Papers from University Paris Dauphine
6
Journal of banking & finance
6
The journal of business : B
6
Mathematics and financial economics
5
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4
Journal of Financial Economics
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Journal of Risk and Financial Management
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NYU Tandon Research Paper
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Queen's Economics Department working paper
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European finance review : the official journal of the European Finance Association
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International journal of financial engineering
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Journal of Banking & Finance
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ECONIS (ZBW)
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103
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1
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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