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Conic trading in a Markovian s...
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418
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67
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58
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50
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47
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47
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35
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33
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71
Saddlepoint methods for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
Saved in:
72
Short positions, rally fears and option markets
Eberlein, Ernst
;
Madan, Dilip B.
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10003975322
Saved in:
73
Markets as a counterparty : an introduction to conic finance
Madan, Dilip B.
;
Cherny, Alexander
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1149-1177
Persistent link: https://www.econbiz.de/10008906182
Saved in:
74
Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 130-154
Persistent link: https://www.econbiz.de/10003991462
Saved in:
75
Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 380-396
Persistent link: https://www.econbiz.de/10008736201
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76
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
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77
Asset allocation with multivariate non-Gaussian returns
Madan, Dilip B.
;
Yen, Ju-Yi J.
- In:
Financial engineering
,
(pp. 949-969)
.
2008
Persistent link: https://www.econbiz.de/10003567851
Saved in:
78
Correlation and the pricing of risks
Atlan, Marc
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Annals of finance
3
(
2007
)
4
,
pp. 411-453
Persistent link: https://www.econbiz.de/10003529804
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79
Put option prices as joint distribution functions in strike and maturity : the black-scholes case
Madan, Dilip B.
;
Roynette, Bernard
;
Yor, Marc
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1075-1090
Persistent link: https://www.econbiz.de/10003946566
Saved in:
80
The S&P 500 index as a Sato process travelling at the speed of the VIX
Madan, Dilip B.
;
Yor, Marc
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 227-244
Persistent link: https://www.econbiz.de/10009381935
Saved in:
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