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Madan, Dilip B.; Wang, King - In: Finance research letters 22 (2017), pp. 202-210

Persistent link: https://www.econbiz.de/10011808157

Madan, Dilip B.; Schoutens, Wim - 2016

classically eliminate all risk, the concept of acceptable risks is critical to the foundations of the two-price theory which sees …, the concept of acceptable risks is critical to the foundations of the two-price theory which sees risk elimination as …"This is a comprehensive introduction to the brand new theory of conic finance, also referred to as the two …

Persistent link: https://www.econbiz.de/10013547026

Stochastic processes in finance

Madan, Dilip B. - In: Annual review of financial economics 2 (2010), pp. 277-314

Persistent link: https://www.econbiz.de/10008797755

Self-decomposability and option pricing

Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 31-57

Persistent link: https://www.econbiz.de/10003543101

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

Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000

Geman, Hélyette (contributor); Madan, Dilip B. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001597059

Stochastic volatility, jumps and hidden time changes

Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 6 (2002) 1, pp. 63-90

Persistent link: https://www.econbiz.de/10001643753

Time changes for Lévy processes

Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Mathematical finance : an international journal of … 11 (2001) 1, pp. 79-96

Persistent link: https://www.econbiz.de/10001650919

Stochastic Processes in Finance

Madan, Dilip B. - 2010

Stochastic processes arising in the description of the risk-neutral evolution of equity prices are reviewed. Starting …

Persistent link: https://www.econbiz.de/10013136139

A Simple Stochastic Rate Model for Rate Equity Hybrid Products

Eberlein, Ernst - 2013

(2011, Markets, profits, capital, leverage and returns, Journal of Risk, 14, pp. 95-122) …

Persistent link: https://www.econbiz.de/10013085028