Search Results - subject:"distorted expectations"

Madan, Dilip B.; Shirai, Yoshihiro; Wang, King - In: International journal of theoretical and applied … 28 (2025) 1/2, pp. 1-30

Persistent link: https://www.econbiz.de/10015559869

Training machines to trade stocks

Madan, Dilip B.; Wang, King - In: Journal of investment management : JOIM 22 (2024) 4, pp. 26-40

Persistent link: https://www.econbiz.de/10015405643

General financial economic equilibria

Madan, Dilip B. - In: International journal of computational economics and … 14 (2024) 4, pp. 389-422

Persistent link: https://www.econbiz.de/10015399327

Pricing product options and using them to complete markets for functions of two underlying asset prices

Madan, Dilip B.; Wang, King - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-19

Options paying the product of put and/or call option payouts at different strikes on two underlying assets are observed to synthesize joint densities and replicate differentiable functions of two underlying asset prices. The pricing of such options is undertaken from three perspectives. The...

Persistent link: https://www.econbiz.de/10012626539

Pricing product options and using them to complete markets for functions of two underlying asset prices

Madan, Dilip B.; Wang, King - In: Journal of Risk and Financial Management 14 (2021) 8, pp. 1-19

Persistent link: https://www.econbiz.de/10013201039

Robustly optimal monetary policy in a New Keynesian model with housing

Adam, Klaus; Woodford, Michael - 2020

We analytically characterize optimal monetary policy for an augmented New Keynesian model with a housing sector. With rational private sector expectations about housing prices and inflation, optimal monetary policy can be characterized by a standard 'target criterion' that refers to inflation...

Persistent link: https://www.econbiz.de/10012171741