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Madan, Dilip B.
22
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6
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6
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5
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4
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2
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Finance and stochastics
6
Review of derivatives research
2
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2
Australian economic papers
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IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
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Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-570
Persistent link: https://www.econbiz.de/10008221668
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2
Dilatation monotone risk measures are law invariant
Cherny, Alexander S.
;
Grigoriev, Pavel G.
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 291
Persistent link: https://www.econbiz.de/10008222016
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3
CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE-TIME COHERENT RISK
Cherny, Alexander S.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 13-40
Persistent link: https://www.econbiz.de/10008160566
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4
RISK‐REWARD OPTIMIZATION WITH DISCRETE‐TIME COHERENT RISK
Cherny, Alexander S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 571-596
Persistent link: https://www.econbiz.de/10008641329
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5
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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6
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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7
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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8
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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9
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
Saved in:
10
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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