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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc; Elliott, Robert J.; Madan, Dilip B.; … - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
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Hedging contingent claims on semimartingales
Jarrow, Robert; Madan, Dilip B. - In: Finance and stochastics 3 (1999) 1, pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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The Variance Gamma (V. G.) model for share market returns
Madan, Dilip B. - In: The journal of business : B 63 (1990) 4, pp. 511-524
Persistent link: https://www.econbiz.de/10001097112
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A competitive general equilibrium model of technology transfer, innovation, and obsolescence
Marjit, Sugata - In: Journal of economics 59 (1994) 2, pp. 133-148
Persistent link: https://www.econbiz.de/10001162188
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The multinomial option pricing model and its Brownian and Poisson limits
Madan, Dilip B. - In: The review of financial studies 2 (1989) 2, pp. 251-265
Persistent link: https://www.econbiz.de/10001106370
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An analysis of optimal size for a special economic zone
Marjit, Sugata - In: Swiss journal of economics and statistics 133 (1997) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10001225392
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Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A. - In: European finance review : the official journal of the … 1 (1997) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
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Informational content in interest rate term structures
Edmister, Robert O. - In: The review of economics and statistics 75 (1993) 4, pp. 695-699
Persistent link: https://www.econbiz.de/10001167579
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On the participation of local capital in foreign enclave : a general equilibrium analysis
Marjit, Sugata - In: Journal of economic integration 9 (1994) 4, pp. 489-501
Persistent link: https://www.econbiz.de/10001177478
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A discrete time equivalent martingale measure
Elliott, Robert J. - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001242839