Similar Search Results

Bilateral multiple gamma returns : their risks and rewards

Madan, Dilip B.; Schoutens, Wim; Wang, King - In: International journal of financial engineering 7 (2020) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10012602702

Measuring and monitoring the efficiency of markets

Madan, Dilip B.; Schoutens, Wim; Wang, King - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-32

Persistent link: https://www.econbiz.de/10011787482

Modeling the bid and ask prices of options

Madan, Dilip B.; Schoutens, Wim; Wang, King - In: The journal of computational finance : JFC 26 (2023) 4, pp. 3-36

Persistent link: https://www.econbiz.de/10014486879

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

Option implied VIX, Skew and Kurtosis term structures

Madan, Dilip B.; Wang, King - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-13

Persistent link: https://www.econbiz.de/10012662046

Pricing product options and using them to complete markets for functions of two underlying asset prices

Madan, Dilip B.; Wang, King - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-19

Options paying the product of put and/or call option payouts at different strikes on two underlying assets are observed to synthesize joint densities and replicate differentiable functions of two underlying asset prices. The pricing of such options is undertaken from three perspectives. The...

Persistent link: https://www.econbiz.de/10012626539