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27
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23
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13
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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8
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2
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ECONIS (ZBW)
186
RePEc
15
OLC EcoSci
5
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1
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81
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
Saved in:
82
Markets, profits, capital, leverage and return
Carr, Peter
;
Madan, Dilip B.
;
Alvarez, Juan Jose Vicente
- In:
Journal of risk
14
(
2011/12
)
1
,
pp. 95-122
Persistent link: https://www.econbiz.de/10011301314
Saved in:
83
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
Saved in:
84
Pricing to acceptability : with applications to valuation of one’s own credit risk
Eberlein, Ernst
;
Gehrig, Thomas
;
Madan, Dilip B.
- In:
Journal of risk
15
(
2012/13
)
1
,
pp. 91-120
Persistent link: https://www.econbiz.de/10009657963
Saved in:
85
Factor models for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
86
Implied liquidity: towards stochastic liquidity modelling and liquidity trading
Corcuera, José Manuel
;
Guillaume, Florence
;
Madan, Dilip B.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
1
,
pp. 80-91
Persistent link: https://www.econbiz.de/10009706521
Saved in:
87
Simple processes and the pricing and hedging of Cliquets
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10009712550
Saved in:
88
Modeling risk-weighted assets and the risk sensitivity of related capital requirements
Eberlein, Ernst
;
Madan, Dilip B.
;
Schoutens, Wim
- In:
Journal of risk
16
(
2013
)
2
,
pp. 3-23
Persistent link: https://www.econbiz.de/10010237932
Saved in:
89
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
Saved in:
90
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
Saved in:
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