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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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47
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35
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33
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31
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29
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81
Representing the CGMY and Meixner Lévy processes as time changed Brownian motions
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of computational finance
12
(
2008
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10009534636
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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
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83
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
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84
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:
85
Conic portfolio theory
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
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86
Structured products : groundbreaking technical papers introduced and explained
Madan, Dilip B.
-
2008
Persistent link: https://www.econbiz.de/10008758626
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87
Heterogeneity in beliefs and volatility tail behavior
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1389-1414
Persistent link: https://www.econbiz.de/10011479441
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88
Option prices as probabilities
Madan, Dilip B.
;
Roynette, B.
;
Yor, Marc
- In:
Finance research letters
5
(
2008
)
2
,
pp. 79-87
Persistent link: https://www.econbiz.de/10003751294
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89
An empirical examination of the variance-gamma model for foreign currency options
Daal, Elton A.
;
Madan, Dilip B.
- In:
The journal of business : B
78
(
2005
)
6
,
pp. 2121-2152
Persistent link: https://www.econbiz.de/10003294713
Saved in:
90
Pricing the risks of default : a note on Madan and Unal
Grundke, Peter
;
Riedel, Karl O.
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 169-173
Persistent link: https://www.econbiz.de/10003154021
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