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Search: subject:"distorted expectation"
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distorted expectation
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Madan, Dilip B.
8
Schoutens, Wim
4
Pistorius, Martijn
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Wang, King
3
Eberlein, Ernst
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Khedher, Asma
2
Michielon, Matteo
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ECONIS (ZBW)
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On the real rate of interest in a closed economy
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
20
(
2024
)
4
,
pp. 459-477
Persistent link: https://www.econbiz.de/10015188759
Saved in:
2
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
3
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
4
Bilateral multiple gamma returns : their risks and rewards
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012602702
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5
Marking to two-price markets
Madan, Dilip B.
- In:
Journal of asset management
17
(
2016
)
2
,
pp. 100-118
Persistent link: https://www.econbiz.de/10011442967
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6
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
Saved in:
7
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:
8
Benchmarking in two price financial markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10011555706
Saved in:
9
Acceptability bounds for forward starting options using disciplined convex programming
Madan, Dilip B.
;
Wang, King
- In:
Journal of risk
19
(
2016
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013177069
Saved in:
10
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
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