Option Returns
Copyright policy ) Madan, Dilip B.; Schoutens, Wim; Wang, King;
Option Returns
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- University of Maryland, College Park United States
- KU Leuven Belgium
Integro-partial differential equations, measure distortions, risk charges, Derivative securities (option pricing, hedging, etc.), bilateral gamma process, risk exposures, Martingales and classical analysis, PDEs with randomness, stochastic partial differential equations, backward stochastic partial integro-differential equations
Integro-partial differential equations, measure distortions, risk charges, Derivative securities (option pricing, hedging, etc.), bilateral gamma process, risk exposures, Martingales and classical analysis, PDEs with randomness, stochastic partial differential equations, backward stochastic partial integro-differential equations
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).2 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
selected citations
Citations provided by BIP!
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
Popularity provided by BIP! 2
Average
Average
Average
gold
Fields of Science