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Instantaneous portfolio theory
Madan, Dilip B. - In: Quantitative finance 18 (2018) 8, pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
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Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.; Lamichhane, Sujan - In: Quantitative finance 22 (2022) 7, pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
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A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Quantitative finance 24 (2024) 5, pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
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Media trading groups and short selling manipulation
Jarrow, Robert A.; Li, Siguang - In: Quantitative finance 23 (2023) 7/8, pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
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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
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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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Errata : Instantaneous Portfolio Theory
Madan, Dilip B.; Reyners, Sofie; Schoutens, Wim - In: Quantitative finance 22 (2022) 4, pp. 633-634
Persistent link: https://www.econbiz.de/10013367841
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Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP)
Madan, Dilip B.; Wang, King - In: Quantitative finance 22 (2022) 7, pp. 1391-1404
Persistent link: https://www.econbiz.de/10013367909
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The economics of time as it is embedded in the prices of options§
Madan, Dilip B.; Wang, King - In: Quantitative finance 23 (2023) 4, pp. 579-593
Persistent link: https://www.econbiz.de/10014304273