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~person:"Madan, Dilip B."
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Option trading
10
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7
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Madan, Dilip B.
Wang, Xingchun
32
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29
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29
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26
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24
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15
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14
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14
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International journal of theoretical and applied finance
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1
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1
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1
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1
Risks : open access journal
1
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ECONIS (ZBW)
11
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1
It takes two to Tango : estimation of the zero-risk premium strike of a call option via joint physical and pricing density modeling
Höcht, Stephan
;
Madan, Dilip B.
;
Schoutens, Wim
; …
- In:
Risks : open access journal
9
(
2021
)
11
,
pp. 1-19
It is generally said that out-of-the-money call
options
are expensive and one can ask the question from which moneyness …
Persistent link: https://www.econbiz.de/10012704022
Saved in:
2
Pricing and hedging
options
on assets with
options
on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
3
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
4
Acceptability bounds for forward starting
options
using disciplined convex programming
Madan, Dilip B.
;
Wang, King
- In:
Journal of risk
19
(
2016
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013177069
Saved in:
5
Two processes for two prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
Saved in:
6
Conic finance and the corporate balance sheet
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 587-610
Persistent link: https://www.econbiz.de/10009298528
Saved in:
7
Short positions, rally fears and option markets
Eberlein, Ernst
;
Madan, Dilip B.
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10003975322
Saved in:
8
New measures for performance evaluation
Cherny, Alexander
;
Madan, Dilip B.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2571-2606
Persistent link: https://www.econbiz.de/10003866781
Saved in:
9
Stock return characteristics, skew laws, and the differential pricing of individual equity
options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Saved in:
10
Spanning and derivative-security valuation
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
Saved in:
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