Narrow search
Showing 1 - 8 of 8
Cover Image
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
Cover Image
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
Cover Image
On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization
Chen, An; Stadje, Mitja; Zhang, Fangyuan - In: Insurance : mathematics and economics 117 (2024), pp. 114-129
Persistent link: https://www.econbiz.de/10015066953
Cover Image
Marking to two-price markets
Madan, Dilip B. - In: The journal of asset management 17 (2016) 2, pp. 100-118
Persistent link: https://www.econbiz.de/10011442967
Cover Image
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
Cover Image
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
Cover Image
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.; Madan, Dilip B.; Siu, Tak Kuen - In: Annals of finance 17 (2021) 1, pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Cover Image
Measuring dependence in a set of asset returns
Madan, Dilip B.; Wang, King - In: Asia Pacific financial markets 30 (2023) 2, pp. 363-385
Persistent link: https://www.econbiz.de/10014342359