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Enhancing enterprise value by trading options

Madan, Dilip B.; Sharaiha, Yazid M. - In: The journal of investment strategies 6 (2017) 4, pp. 47-80

Persistent link: https://www.econbiz.de/10011771270

On pricing contingent capital notes

Madan, Dilip B. - In: Recent advances in financial engineering 2011: …, (pp. 21-42). 2012

Persistent link: https://www.econbiz.de/10009573490

Spanning and derivative-security valuation

Bakshi, Gurdip S.; Madan, Dilip B. - In: Journal of financial economics 55 (2000) 2, pp. 205-238

Persistent link: https://www.econbiz.de/10001448505

The multinomial option pricing model and its Brownian and Poisson limits

Madan, Dilip B. - In: The review of financial studies 2 (1989) 2, pp. 251-265

Persistent link: https://www.econbiz.de/10001106370

Optimal investment in derivative securities

Carr, Peter; Jin, Xing; Madan, Dilip B. - In: Finance and stochastics 5 (2001) 1, pp. 33-59

Persistent link: https://www.econbiz.de/10001553046

The multinomial option pricing model and its limits

Madan, Dilip B.; Milne, Frank - 1988

Persistent link: https://www.econbiz.de/10000753404

Pricing equity default swaps under the CGMY Lévy model

Asmussen, Søren (contributor); Madan, Dilip B. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003093868

Two processes for two prices

Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10010363955

The multinomial option pricing model and its Brownian and poisson limits

Milne, Frank (contributor); Madan, Dilip B. (contributor); … - 1990

The Cox, Ross, and Rubinstein binomial model is generalized to the multinomial case. Limits are investigated and shown to yield the Black-Scholes formula in the case of continuous sample paths for a wide variety of complete market structures. In the discontinuous case a Merton-type formula is...

Persistent link: https://www.econbiz.de/10003780966

Conic option pricing

Madan, Dilip B.; Schoutens, Wim - In: The journal of derivatives : the official publication … 25 (2017) 1, pp. 10-36

Persistent link: https://www.econbiz.de/10011931506