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Conic coconuts : the pricing of contingent capital notes using conic finance
Madan, Dilip B.; Schoutens, Wim - In: Mathematics and financial economics 4 (2011) 2, pp. 87-106
Persistent link: https://www.econbiz.de/10008987827
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Bid and ask prices as non-linear continuous time G-expectations based on distortions
Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; … - In: Mathematics and financial economics 8 (2014) 3, pp. 265-289
Persistent link: https://www.econbiz.de/10010365556
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Dynamic conic hedging for competitiveness
Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim - In: Mathematics and financial economics 10 (2016) 4, pp. 405-439
Persistent link: https://www.econbiz.de/10011555303
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Structured products equilibria in conic two price markets
Madan, Dilip B.; Schoutens, Wim - In: Mathematics and financial economics 6 (2012) 1, pp. 37-57
Persistent link: https://www.econbiz.de/10009544186
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Nonlinear equity valuation using conic finance and its regulatory implications
Madan, Dilip B. - In: Mathematics and financial economics 13 (2019) 1, pp. 31-65
Persistent link: https://www.econbiz.de/10012055751