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Modeling the bid and ask price...
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67
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57
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47
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47
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33
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21
The economics of time as it is embedded in the prices of options§
Madan, Dilip B.
;
Wang, King
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 579-593
Persistent link: https://www.econbiz.de/10014304273
Saved in:
22
Measuring dependence in a set of asset returns
Madan, Dilip B.
;
Wang, King
- In:
Asia Pacific financial markets
30
(
2023
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10014342359
Saved in:
23
Conic coconuts : the pricing of contingent capital notes using conic finance
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematics and financial economics
4
(
2011
)
2
,
pp. 87-106
Persistent link: https://www.econbiz.de/10008987827
Saved in:
24
Implied liquidity: towards stochastic liquidity modelling and liquidity trading
Corcuera, José Manuel
;
Guillaume, Florence
;
Madan, Dilip B.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
1
,
pp. 80-91
Persistent link: https://www.econbiz.de/10009706521
Saved in:
25
Simple processes and the pricing and hedging of Cliquets
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10009712550
Saved in:
26
Modeling risk-weighted assets and the risk sensitivity of related capital requirements
Eberlein, Ernst
;
Madan, Dilip B.
;
Schoutens, Wim
- In:
Journal of risk
16
(
2013
)
2
,
pp. 3-23
Persistent link: https://www.econbiz.de/10010237932
Saved in:
27
Two price economies in continuous time
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Annals of finance
10
(
2014
)
1
,
pp. 71-100
Persistent link: https://www.econbiz.de/10010244607
Saved in:
28
Two processes for two prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
Saved in:
29
Dynamic conic hedging for competitiveness
Madan, Dilip B.
;
Pistorius, Martijn
;
Schoutens, Wim
- In:
Mathematics and financial economics
10
(
2016
)
4
,
pp. 405-439
Persistent link: https://www.econbiz.de/10011555303
Saved in:
30
Tenor specific pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009672593
Saved in:
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