Narrow search
Showing 111 - 120 of 701
Cover Image
The second fundamental theorem of asset pricing
Jarrow, Robert A.; Jin, Xing; Madan, Dilip B. - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
Cover Image
Option valuation using the fast Fourier transform
Carr, Peter; Madan, Dilip B. - In: The journal of computational finance 2 (1999) 4, pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
Cover Image
A discrete time equivalent martingale measure
Elliott, Robert J. - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
Cover Image
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A. - In: European finance review : the official journal of the … 1 (1997) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Cover Image
Approaches to the solution of stochastic intertemporal consumption models
Cooper, Russel John - In: Australian economic papers 34 (1995) 64, pp. 86-103
Persistent link: https://www.econbiz.de/10001190429
Cover Image
The multinomial option pricing model and its Brownian and Poisson limits
Madan, Dilip B. - In: The review of financial studies 2 (1989) 2, pp. 251-265
Persistent link: https://www.econbiz.de/10001106370
Cover Image
Design and marketing of financial products
Madan, Dilip B. - In: The review of financial studies 4 (1991) 2, pp. 361-384
Persistent link: https://www.econbiz.de/10001109995
Cover Image
Informational content in interest rate term structures
Edmister, Robert O. - In: The review of economics and statistics 75 (1993) 4, pp. 695-699
Persistent link: https://www.econbiz.de/10001167579
Cover Image
Estimation of risk-neutral and statistial densities by hermite polynomial approximation : with an application to Eurodollar futures options
Abken, Peter A.; Madan, Dilip B.; Ramamurtie, … - 1996
Persistent link: https://www.econbiz.de/10000946463
Cover Image
On the monotonicity of the labour-capital ratio in Sraffa's model
Madan, Dilip B. - In: Journal of economics 51 (1990) 1, pp. 101-107
Persistent link: https://www.econbiz.de/10001086499