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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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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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