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Recovering statistical theory in the context of model calibrations
Madan, Dilip B. - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 260-292
Persistent link: https://www.econbiz.de/10011339334
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Two processes for two prices
Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
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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
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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
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Validation of profit and loss attribution models for equity derivatives
Madan, Dilip B.; Wang, King - In: The journal of risk model validation 12 (2018) 1, pp. 29-47
Persistent link: https://www.econbiz.de/10011869730
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Modeling the bid and ask prices of options
Madan, Dilip B.; Schoutens, Wim; Wang, King - In: The journal of computational finance 26 (2023) 4, pp. 1-36
Persistent link: https://www.econbiz.de/10014342059
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Option surface statistics with applications
Madan, Dilip B.; Wang, King - In: International journal of theoretical and applied … 25 (2022) 6, pp. 1-16
Persistent link: https://www.econbiz.de/10014235076
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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