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Financial jeopardy
Madan, Dilip B. - In: Applied mathematical finance 24 (2017) 1/2, pp. 155-173
Persistent link: https://www.econbiz.de/10011746988
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Short option maturity term structures of skewness and excess kurtosis
Madan, Dilip B.; Wang, King - In: Applied mathematical finance 31 (2024) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10015194418
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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
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A simple stochastic rate model for rate equity hybrid products
Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; … - In: Applied mathematical finance 20 (2013) 5/6, pp. 461-488
Persistent link: https://www.econbiz.de/10010235587
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Short positions, rally fears and option markets
Eberlein, Ernst; Madan, Dilip B. - In: Applied mathematical finance 17 (2010) 1/2, pp. 83-98
Persistent link: https://www.econbiz.de/10003975322
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Additive processes with bilateral gamma marginals
Madan, Dilip B.; Wang, King - In: Applied mathematical finance 27 (2020) 3, pp. 171-188
Persistent link: https://www.econbiz.de/10012315165
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Risk neutral jump arrival rates implied in option prices and their models
Madan, Dilip B.; Wang, King - In: Applied mathematical finance 28 (2021) 3, pp. 201-235
Persistent link: https://www.econbiz.de/10013171070