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Madan, Dilip B.
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Applied mathematical finance
Working Papers / Economics Department, Queen's University
1,300
Development Discussion Papers
271
Queen's Economics Department Working Paper
31
Queen's Economics Department working paper
30
Annals of finance
12
International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical Finance
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Review of Financial Studies
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The international library of critical writings in financial economics
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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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
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2
The S&P 500 index as a Sato process travelling at the speed of the VIX
Madan, Dilip B.
;
Yor, Marc
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 227-244
Persistent link: https://www.econbiz.de/10009381935
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3
A simple stochastic rate model for rate equity hybrid products
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 461-488
Persistent link: https://www.econbiz.de/10010235587
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4
Risk neutral jump arrival rates implied in option prices and their models
Madan, Dilip B.
;
Wang, King
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 201-235
Persistent link: https://www.econbiz.de/10013171070
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5
Financial jeopardy
Madan, Dilip B.
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10011746988
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6
Additive processes with bilateral gamma marginals
Madan, Dilip B.
;
Wang, King
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 171-188
Persistent link: https://www.econbiz.de/10012315165
Saved in:
7
The SP 500 Index as a Sato Process Travelling at the Speed of the VIX
Madan, Dilip
;
Yor, Marc
- In:
Applied mathematical finance
18
(
2011
)
3
,
pp. 227-245
Persistent link: https://www.econbiz.de/10009165442
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