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Conic portfolio theory
Madan, Dilip B. - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
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Asset pricing theory for two price economies
Madan, Dilip B. - In: Annals of finance 11 (2015) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10011376162
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Benchmarking in two price financial markets
Madan, Dilip B. - In: Annals of finance 12 (2016) 2, pp. 201-219
Persistent link: https://www.econbiz.de/10011555706
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Financial equilibrium with non-linear valuations
Madan, Dilip B. - In: Annals of finance 14 (2018) 2, pp. 211-221
Persistent link: https://www.econbiz.de/10011945593
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Option pricing using variance gamma Markov Chains
Konikov, Mikhail; Madan, Dilip B. - In: Review of derivatives research 5 (2002) 1, pp. 58-115
Persistent link: https://www.econbiz.de/10001652024
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Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.; Madan, Dilip B. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
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Tenor specific pricing
Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-21
Persistent link: https://www.econbiz.de/10009672593
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Two price economies in continuous time
Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; … - In: Annals of finance 10 (2014) 1, pp. 71-100
Persistent link: https://www.econbiz.de/10010244607
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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
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The Valuation of Structured Products Using Markov Chain Models
Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim - 2011
and ask prices are developed by applying the theory of nonlinear expectations with drivers given by concave distortions …
Persistent link: https://www.econbiz.de/10014197367