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Three Non-Gaussian Models of D...
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ECONIS (ZBW)
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1
Risk measurement in semimartingale models with multiple consumption goods
Madan, Dilip B.
- In:
Journal of economic theory
2
(
1988
),
pp. 398-412
Persistent link: https://www.econbiz.de/10001058627
Saved in:
2
Optimal duration and speed in the long run
Madan, Dilip B.
- In:
The review of economic studies
54
(
1987
)
4
,
pp. 695-700
Persistent link: https://www.econbiz.de/10001084854
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3
Variance swap portfolio theory
Madan, Dilip B.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 183-194)
.
2010
Persistent link: https://www.econbiz.de/10008749280
Saved in:
4
Stochastic processes in finance
Madan, Dilip B.
- In:
Annual review of financial economics
2
(
2010
),
pp. 277-314
Persistent link: https://www.econbiz.de/10008797755
Saved in:
5
Modeling and monitoring risk acceptability in markets : the case of the credit default swap market
Madan, Dilip B.
- In:
Journal of banking & finance
47
(
2014
),
pp. 63-73
Persistent link: https://www.econbiz.de/10010506505
Saved in:
6
Risk premia in option markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
1
,
pp. 71-94
Persistent link: https://www.econbiz.de/10011555434
Saved in:
7
Benchmarking in two price financial markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10011555706
Saved in:
8
Adapted hedging
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
3/4
,
pp. 305-334
Persistent link: https://www.econbiz.de/10011571392
Saved in:
9
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
10
Recovering statistical theory in the context of model calibrations
Madan, Dilip B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 260-292
Persistent link: https://www.econbiz.de/10011339334
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