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The Variance Gamma (V. G.) model for share market returns
Madan, Dilip B. - In: The journal of business : B 63 (1990) 4, pp. 511-524
Persistent link: https://www.econbiz.de/10001097112
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The fine structure of asset returns : an empirical investigation
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: The journal of business : B 75 (2002) 2, pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
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Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank Xiaoling - In: The journal of business : B 79 (2006) 4, pp. 1955-1987
Persistent link: https://www.econbiz.de/10003378503
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An empirical examination of the variance-gamma model for foreign currency options
Daal, Elton A.; Madan, Dilip B. - In: The journal of business : B 78 (2005) 6, pp. 2121-2152
Persistent link: https://www.econbiz.de/10003294713
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Investigating the Role of Systematic and Firm-Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models
Bakshi, Gurdip; Madan, Dilip; Zhang, Frank Xiaoling - In: The journal of business : B 79 (2006) 4, pp. 1955-1988
Persistent link: https://www.econbiz.de/10007293316
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The Fine Structure of Asset Returns: An Empirical Investigation
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: The journal of business : B 75 (2002) 2, pp. 305-332
Persistent link: https://www.econbiz.de/10006034661
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An Empirical Examination of the Variance-Gamma Model for Foreign Currency Options
Daal, Elton A.; Madan, Dilip B. - In: The journal of business : B 78 (2005) 6, pp. 2121-2152
Persistent link: https://www.econbiz.de/10006011980