Dividend derivatives (Q4957231): Difference between revisions

@@ Property / author @@
-Radu S. Tunaru
@@ Property / author: Radu S. Tunaru / rank @@
-Normal rank
@@ Property / author @@
+Radu S. Tunaru
@@ Property / author: Radu S. Tunaru / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W4246831733
@@ Property / OpenAlex ID: W4246831733 / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage Theory in Continuous Time
@@ Property / cites work: Arbitrage Theory in Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+American options with stochastic dividends and volatility: a nonparametric investigation
+Normal rank
@@ Property / cites work @@
+Q4870543
@@ Property / cites work: Q4870543 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+Dividend forecast biases in index option valuation
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@@ Property / cites work @@
+Estimating discrete dividends by no-arbitrage
@@ Property / cites work: Estimating discrete dividends by no-arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+A Jump-Diffusion Model for Option Pricing
@@ Property / cites work: A Jump-Diffusion Model for Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic dividend yields and derivatives pricing in complete markets
+Normal rank
@@ Property / cites work @@
+Q4794152
@@ Property / cites work: Q4794152 / rank @@
+Normal rank
@@ Property / cites work @@
+Investment under alternative return assumptions
@@ Property / cites work: Investment under alternative return assumptions / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of the double exponential jump-diffusion process
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@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank
@@ Property / cites work @@
+On the non-equilibrium density of geometric mean reversion
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@@ Property / cites work @@
+An Asymptotic Theory of Growth Under Uncertainty
@@ Property / cites work: An Asymptotic Theory of Growth Under Uncertainty / rank @@
+Normal rank