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~isPartOf:"Annals of finance"
~language:"eng"
~person:"Aase Nielsen, Jørgen"
~person:"Fabozzi, Frank J."
~person:"Madan, Dilip B."
~type_genre:"Article in journal"
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Aase Nielsen, Jørgen
Fabozzi, Frank J.
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Annals of finance
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ECONIS (ZBW)
16
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1
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
2
Two sided efficient frontiers at multiple time horizons
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
18
(
2022
)
3
,
pp. 327-353
Persistent link: https://www.econbiz.de/10013440643
Saved in:
3
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.
;
Madan, Dilip B.
;
Siu, Tak Kuen
- In:
Annals of finance
17
(
2021
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Saved in:
4
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
5
Conic asset pricing and the costs of price fluctuations
Madan, Dilip B.
;
Schoutens, Wim
- In:
Annals of finance
15
(
2019
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10012058189
Saved in:
6
Financial equilibrium with non-linear valuations
Madan, Dilip B.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 211-221
Persistent link: https://www.econbiz.de/10011945593
Saved in:
7
Adapted hedging
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
3/4
,
pp. 305-334
Persistent link: https://www.econbiz.de/10011571392
Saved in:
8
Benchmarking in two price financial markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10011555706
Saved in:
9
How suboptimal are linear sharing rules?
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
- In:
Annals of finance
12
(
2016
)
2
,
pp. 221-243
Persistent link: https://www.econbiz.de/10011555710
Saved in:
10
Risk premia in option markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
1
,
pp. 71-94
Persistent link: https://www.econbiz.de/10011555434
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