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Time-inconsistency of VaR and time-consistent alternatives
Cheridito, Patrick; Stadje, Mitja - In: Finance research letters 6 (2009) 1, pp. 40-46
Persistent link: https://www.econbiz.de/10003834758
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Option prices as probabilities
Madan, Dilip B.; Roynette, B.; Yor, Marc - In: Finance research letters 5 (2008) 2, pp. 79-87
Persistent link: https://www.econbiz.de/10003751294
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A note on sufficient conditions for no arbitrage
Carr, Peter; Madan, Dilip B. - In: Finance research letters 2 (2005) 3, pp. 125-130
Persistent link: https://www.econbiz.de/10003099264
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The structure of financial returns
Madan, Dilip B.; Wang, King - In: Finance research letters 40 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012818876
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Nonrandom price movements
Madan, Dilip B.; Wang, King - In: Finance research letters 17 (2016), pp. 103-109
Persistent link: https://www.econbiz.de/10011596246
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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
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Laplacian risk management
Madan, Dilip B.; Wang, King - In: Finance research letters 22 (2017), pp. 202-210
Persistent link: https://www.econbiz.de/10011808157
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Efficient estimation of expected stock price returns
Madan, Dilip B. - In: Finance research letters 23 (2017), pp. 31-38
Persistent link: https://www.econbiz.de/10011808349