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Pricing S&P 500 index options using a Hilbert space basis
Abken, Peter A.; Madan, Dilip B.; Ramamurtie, … - 1996
Persistent link: https://www.econbiz.de/10000983757
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A note on the estimation of non-symmetric dynamic factor demand models
Madan, Dilip B.; Prucha, Ingmar R. - 1987
Persistent link: https://www.econbiz.de/10000746076
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The multinomial option pricing model and its limits
Madan, Dilip B.; Milne, Frank - 1988
Persistent link: https://www.econbiz.de/10000753404
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Capital utilization in competitive models of the short-run
Madan, Dilip B.; Betancourt, Roger R. - 1987
Persistent link: https://www.econbiz.de/10000758936
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Stochastic stability in a rational expectations model of a small open economy
Kiernan, Eric; Madan, Dilip B. - 1986
Persistent link: https://www.econbiz.de/10000693075
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Recovery in default risk modeling : theoretical foundations and empirical applications
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank - 2001
Persistent link: https://www.econbiz.de/10001613473
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Pricing the risk of recovery in default with APR violation
Unal, Haluk (contributor); Madan, Dilip B. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685954
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A two-factor hazard-rate-model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.; Unal, Haluk - 1999
Persistent link: https://www.econbiz.de/10001427315
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Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank X. - 2001
Persistent link: https://www.econbiz.de/10001573166
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A simple approach to estimate recovery rates with APR violation from debt spreads
Unal, Haluk (contributor); Madan, Dilip B. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576030