Narrow search
Showing 101 - 110 of 701
Cover Image
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
Cover Image
Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael; Madan, Dilip B.; Wang, Tong - In: The journal of computational finance 2 (1998/1999) 2, pp. 49-74
Persistent link: https://www.econbiz.de/10001633397
Cover Image
Pricing and hedging in incomplete markets
Carr, Peter; Geman, Hélyette; Madan, Dilip B. - In: Journal of financial economics 62 (2001) 1, pp. 131-167
Persistent link: https://www.econbiz.de/10001608818
Cover Image
Pricing the risk of recovery in default with absolute priority rule violation
Unal, Haluk; Madan, Dilip B.; Güntay, Levent - In: Journal of banking & finance 27 (2003) 6, pp. 1001-1025
Persistent link: https://www.econbiz.de/10001757805
Cover Image
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.; Kapadia, Nikunj; Madan, Dilip B. - In: The review of financial studies 16 (2003) 1, pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Cover Image
Pricing American options under variance gamma
Hirsa, Ali; Madan, Dilip B. - In: The journal of computational finance 7 (2003/2004) 2, pp. 63-80
Persistent link: https://www.econbiz.de/10001908061
Cover Image
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
Cover Image
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
Cover Image
Optimal investment in derivative securities
Carr, Peter; Jin, Xing; Madan, Dilip B. - In: Finance and stochastics 5 (2001) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
Cover Image
A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.; Unal, Haluk - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10001492484