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Madan, Dilip B.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
4
Review of derivatives research
2
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2
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IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
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Informational Content in Interest Rate Term Structures
Edmister, Robert O.
;
Madan, Dilip B.
- In:
The review of economics and statistics
75
(
1993
)
4
,
pp. 695-699
Persistent link: https://www.econbiz.de/10006414009
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2
Monitored financial equilibria
Madan, Dilip B.
- In:
Journal of banking & finance
28
(
2004
)
9
,
pp. 2213-2236
Persistent link: https://www.econbiz.de/10005883252
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3
Option Pricing Using Variance Gamma Markov Chains
Konikov, Mikhail
;
Madan, Dilip B.
- In:
Review of derivatives research
5
(
2001
)
1
,
pp. 81
Persistent link: https://www.econbiz.de/10005945554
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4
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
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5
Approaches to the solution of stochastic intetemporal consumption models
Cooper, Russel J.
;
Madan, Dilip B.
;
McLaren, Keith R.
- In:
Australian economic papers
34
(
1995
)
64
,
pp. 86-103
Persistent link: https://www.econbiz.de/10006484515
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6
Pricing and hedging in incomplete markets
Carr, Peter
;
Geman, Helyette
;
Madan, Dilip B.
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 131-168
Persistent link: https://www.econbiz.de/10006511917
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7
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
Saved in:
8
SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10010063820
Saved in:
9
Systemic risk tradeoffs and option prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 222-230
Persistent link: https://www.econbiz.de/10010098499
Saved in:
10
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-476
Persistent link: https://www.econbiz.de/10008214154
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