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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc; Elliott, Robert J.; Madan, Dilip B.; … - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
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Contingent claims valued and hedged by pricing and investing in a basis
Madan, Dilip B. - In: Mathematical finance : an international journal of … 4 (1994) 3, pp. 223-245
Persistent link: https://www.econbiz.de/10001185098
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Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A. - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
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Approaches to the solution of stochastic intertemporal consumption models
Cooper, Russel John - In: Australian economic papers 34 (1995) 64, pp. 86-103
Persistent link: https://www.econbiz.de/10001190429
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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
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Design and marketing of financial products
Madan, Dilip B. - In: The review of financial studies 4 (1991) 2, pp. 361-384
Persistent link: https://www.econbiz.de/10001109995
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A note on the estimation of nonsymmetric dynamic factor demand models
Madan, Dilip B. - In: Journal of econometrics 42 (1989) 2, pp. 275-283
Persistent link: https://www.econbiz.de/10001071067
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Stochastic stability in macro models
Kiernan, Eric - In: Economica 56 (1989) 221, pp. 97-108
Persistent link: https://www.econbiz.de/10001072232
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On the monotonicity of the labour-capital ratio in Sraffa's model
Madan, Dilip B. - In: Journal of economics 51 (1990) 1, pp. 101-107
Persistent link: https://www.econbiz.de/10001086499
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Geman, Hélyette (contributor); Madan, Dilip B. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001597059