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Conic trading in a Markovian s...
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1
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:
2
Self‐similarity in long‐horizon returns
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical Finance
30
(
2020
)
4
,
pp. 1368-1391
Persistent link: https://www.econbiz.de/10012283200
Saved in:
3
Modeling the bid and ask prices of options
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014342059
Saved in:
4
Risk conscious investment
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
Quantitative finance
24
(
2024
)
10
,
pp. 1401-1421
Persistent link: https://www.econbiz.de/10015196933
Saved in:
5
Hedging insurance books
Carr, Peter
;
Madan, Dilip B.
;
Melamed, Michael
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 364-373
Persistent link: https://www.econbiz.de/10011597326
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6
Measuring and monitoring the efficiency of markets
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787482
Saved in:
7
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
8
Advanced model calibration on bitcoin options
Madan, Dilip B.
;
Reyners, Sofie
;
Schoutens, Wim
- In:
Digital finance : smart data analytics, investment …
1
(
2019
)
1/4
,
pp. 117-137
Persistent link: https://www.econbiz.de/10012223870
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9
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
Saved in:
10
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
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