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Option returns
Madan, Dilip B.; Schoutens, Wim; Wang, King - In: Frontiers of mathematical finance : FMF 2 (2023) 2, pp. 244-264
Persistent link: https://www.econbiz.de/10015374054
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Attractive investment opportunities : the irrationality of being rational
Madan, Dilip B.; Wang, King - In: Frontiers of mathematical finance : FMF 3 (2024) 4, pp. 446-465
Persistent link: https://www.econbiz.de/10015376078
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Exposure valuations and their capital requirements
Madan, Dilip B.; Wang, King - In: Frontiers of mathematical finance : FMF 2 (2023) 3, pp. 385-415
Persistent link: https://www.econbiz.de/10015374108
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Financial activity time
Madan, Dilip B.; Wang, King - In: Frontiers of mathematical finance : FMF 2 (2023) 4, pp. 416-437
Persistent link: https://www.econbiz.de/10015374110
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Rational hedging with a diversity of implied volatilities
Madan, Dilip B.; Wang, King - In: Frontiers of mathematical finance : FMF 3 (2024) 3, pp. 345-375
Persistent link: https://www.econbiz.de/10015376037
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Quadratic variation, models, applications and lessons
Madan, Dilip B.; Wang, King - In: Frontiers of mathematical finance : FMF 1 (2022) 2, pp. 189-217
Persistent link: https://www.econbiz.de/10015373465
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Implied price processes anchored in statistical realizations
Madan, Dilip B.; Wang, King - In: Frontiers of mathematical finance : FMF 1 (2022) 3, pp. 321-342
Persistent link: https://www.econbiz.de/10015373551
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High dimensional Markovian trading of a single stock
Elliott, Robert J.; Madan, Dilip B.; Wang, King - In: Frontiers of mathematical finance : FMF 1 (2022) 3, pp. 375-396
Persistent link: https://www.econbiz.de/10015373553