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Conic trading in a Markovian s...
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418
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224
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67
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58
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50
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47
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35
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33
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8
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121
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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122
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
123
The variance gamma process and option pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
Saved in:
124
Spanning and derivative-security valuation
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
Saved in:
125
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 101-124)
.
2002
Persistent link: https://www.econbiz.de/10001672227
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126
The fine structure of asset returns : an empirical investigation
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
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127
Time changes for Lévy processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
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128
Option pricing using variance gamma Markov Chains
Konikov, Mikhail
;
Madan, Dilip B.
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 58-115
Persistent link: https://www.econbiz.de/10001652024
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129
A note on the estimation of nonsymmetric dynamic factor demand models
Madan, Dilip B.
- In:
Journal of econometrics
42
(
1989
)
2
,
pp. 275-283
Persistent link: https://www.econbiz.de/10001071067
Saved in:
130
Stochastic stability in macro models
Kiernan, Eric
- In:
Economica
56
(
1989
)
221
,
pp. 97-108
Persistent link: https://www.econbiz.de/10001072232
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