Narrow search
Showing 91 - 100 of 666
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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