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- Carr–Madan_formula abstract "In the Carr–Madan formula, Peter Carr and Dilip B. Madan show that the analytical solution of the European option price can be obtained once the explicit form of the characteristic function of , where is the price of the underlying asset at time , is available.".
- Carr–Madan_formula wikiPageID "39818887".
- Carr–Madan_formula wikiPageRevisionID "569336171".
- Carr–Madan_formula subject Category:Mathematical_finance.
- Carr–Madan_formula subject Category:Special_functions.
- Carr–Madan_formula comment "In the Carr–Madan formula, Peter Carr and Dilip B. Madan show that the analytical solution of the European option price can be obtained once the explicit form of the characteristic function of , where is the price of the underlying asset at time , is available.".
- Carr–Madan_formula label "Carr–Madan formula".
- Carr–Madan_formula sameAs Carr%E2%80%93Madan_formula.
- Carr–Madan_formula sameAs Q16247178.
- Carr–Madan_formula sameAs Q16247178.
- Carr–Madan_formula wasDerivedFrom Carr–Madan_formula?oldid=569336171.