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Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of financial economics 97 (2010) 1, pp. 130-154
Persistent link: https://www.econbiz.de/10003991462
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Pricing and hedging in incomplete markets
Carr, Peter; Geman, Hélyette; Madan, Dilip B. - In: Journal of financial economics 62 (2001) 1, pp. 131-167
Persistent link: https://www.econbiz.de/10001608818
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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
Cover Image
Spanning and derivative-security valuation
Bakshi, G.; Madan, D. - In: Journal of financial economics 55 (2000) 2, pp. 205-238
Persistent link: https://www.econbiz.de/10006517008
Cover Image
Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip; Madan, Dilip; Panayotov, George - In: Journal of financial economics 97 (2010) 1, pp. 130-155
Persistent link: https://www.econbiz.de/10008412398
Cover Image
Pricing and hedging in incomplete markets
Carr, Peter; Geman, Helyette; Madan, Dilip B. - In: Journal of financial economics 62 (2001) 1, pp. 131-168
Persistent link: https://www.econbiz.de/10006511917