3 research outputs found
Option Pricing under the Variance Gamma Process
- Author
- >
- + W[i])*eip
- -K* Exp
- -K* Exp
- /(fp
- // Solve It X=tridiagonalwrapper
- // Solve It X=tridiagonalwrapper
- //Call Printf
- //Put Printf
- = K* Exp
- = K* Exp
- = Spotprice
- A R Gallant
- Aase Knut
- Ahn Chang
- Albanese Claudio
- Albanese Claudio
- Amin Kaushik
- Amin Kaushik
- Amin Kaushik
- Andersen Torben
- Andersen Torben
- An� Thierry
- An� Thierry
- Arnaiz�oscararnaiz� Arnaiz�oscar
- B Fristedt
- B Madan Dibip
- B Madan Dilib
- B Madan Dilib
- B Madan Dilip
- B Madan Dilip
- Bailey Warren
- Bakshi Gurdip
- Bakshi Gurdip
- Bakshi Gurdip
- Bakshi Gurdip
- Bakshi Gurdip
- Bates David
- Bates David
- Bates David
- Benhamou Eric
- Brennan Michael
- Broadie Mark
- C Hull John
- C R Gukhal
- Carr Peter
- Carr Peter
- Carr Peter
- Carr Peter
- Carr Peter
- Carr Peter
- Carr Peter
- Carr Peter
- Claudio Albanese
- Claudio Albanese
- Cont Rama
- D Nelson
- D Nelson
- David S Bates
- Delbaen Freddy
- Derman Emanuel
- Derman Emanuel
- Duan Jin-Chuan
- Duffie D Pan
- Dumas Bernard
- Dupire Bruno
- Eric Berger
- Fama Eugene
- Filo Fiorani
- Fiorani Filippo
- G D Smith
- G Tauchen
- G Torben
- Geman H�lyette
- Geman H�lyette
- Geman H�lyette
- Geman H�lyette
- Geman H�lyette
- Geman H�lyette
- H Johnson
- Heston Steven
- Heston Steven
- Hirsa Ali
- Humbert Pierre
- I Monroe
- I S Gradshetyn
- J Bertoin
- J C Cox
- J C Cox
- J Cox
- J Harrison
- J Harrison
- Jarrow Robert
- Jarrow Robert
- Jin-Chuan Duan
- K Lam
- K Sato
- K*exp
- K*exp
- Karatzas Ioannis
- Karatzas Ioannis
- Karpoff Jonathan
- Konikov Mikhail
- Konikov Mikhail
- K�llezi Evis
- L C Rogers
- M Bouchaud
- Madan Dilib
- Mandelbrot Benoit
- Mandelbrot Benoit
- Melino Angelo
- Melino Angelo
- Merton Robert
- Merton Robert
- Merton Robert
- Nandi Saikat
- P Boyle Phelim
- P Jorion
- P K Clark
- Peter Carr
- Peter Carr
- Poon Ser
- Press William
- R E Lucas
- R F Engle
- R F Engle
- Revuz Daniel
- Rubinstein Mark
- Rubinstein Mark
- S G Kou
- S J Press
- Scott Louis
- Scott Luis
- Stein Elias
- Strikwerda John
- T
- T Chan
- T S Kon
- Trippi Robert
- V Naik
- W E Feller
- Webber Nick
- Wiggins James
- { //Down
- } Fclose
- } If
- } If
- } If(k*ein
- } } Else{
- } } Else{
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Measuring and Managing Operational Risk in the Financial Sector: An Integrated Framework
- Author
- A A Balkema
- A Frachot
- A Frachot
- A Frachot
- A Frachot
- A J Mcneil
- Ariane Chapelle
- C Alexander
- C Genest
- D G Clayton
- D G Hoffman
- D J Dupuis
- Di Clemente
- E J Gumbel
- E K�llezi
- F Longin
- G Matthys
- Georges Hubner
- H Theil
- J L King
- J Pickands
- J Rosenberg
- J Shih
- Jean-Philippe Peters
- K Giesecke
- M Crouhy
- M G Cruz
- M J Frank
- N Baud
- P De Fontnouvelle
- P De Fontnouvelle
- P Embrechts
- P Embrechts
- P Embrechts
- P Embrechts
- P Hougaard
- P Jorion
- R B Nelsen
- R Frey
- R Huisman
- R Mashal
- S A Klugman
- S R Das
- T Hartung
- U Cherubini
- Yves Crama
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2005
- Field of study
Exploitative Abuse and Abuse of Economic Dependence: What Can We Learn from the Industrial Organization Approach?
- Author
- A Boik
- A Ezrachi
- A Foros
- A Gohin
- Allain M.-L Chambolle
- B O Johansen
- B R Lyons
- C Nicholson
- C Noton
- C Wang
- Caprice S Rey
- Chae S Heidhues
- Charles Ayoubi
- D Autor
- D Evans
- D J Liu
- De Backer
- De Loecker
- E Appelbaum
- E Ciapanna
- E Faherty
- Frrddric M. Marty
- G Gaudin
- G Grullon
- G Guti�rrez
- H A Love
- H Horn
- J Florez-Acosta
- J Haucap
- J Haucap
- J J Wann
- J K Galbraith
- J M Perloff
- J P Weche
- Joao V Ferreira
- Johnson J
- Kozo Kiyota
- L J Lau
- L Khan
- L Khan
- L Vogel
- L Zingales
- M Armstrong
- M Armstrong
- M Bakhoum
- M Brown
- M Cakir
- M R Baye
- Marcos Benjamin Montmartin
- N Delors
- N Dutch-Brown
- N Dutch-Brown
- Nachbar Th
- Nobuyuki Hanaki
- O Budzinski
- O Budzinski
- O Budzinski
- O Budzinski
- O Budzinski
- O Budzinski
- O E Williamson
- Oliver Budzinski
- P Akman
- P Belleflamme
- P Belleflamme
- P Bougette
- P Chauve
- P Davis
- P K�llezi
- P M�rel
- P W Dobson
- Patrice Bougette
- Patrice Bougette
- R E Just
- R Inderst
- R Inderst
- R Inderst
- S Breyer
- Scott Morton
- T F Bresnahan
- T J Richards
- T P Mai
- Thomas Boyer-Kassem &
- Tomoe Hoshihata
- Von Ungern-Sternberg
- Z Chen
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study