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Two processes for two prices
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Madan, Dilip B.
431
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228
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70
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67
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47
Yor, Marc
47
Geman, Hélyette
35
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31
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Cariboni, Jessica
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MADAN, DILIP B.
8
Reyners, Sofie
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Campolongo, Francesca
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Guntay, Levent
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Jin, Xing
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Madan, D.
7
Marquet, Ine
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7
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7
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Insurance: Mathematics and Economics
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111
The Variance Gamma (V. G.) model for share market returns
Madan, Dilip B.
- In:
The journal of business : B
63
(
1990
)
4
,
pp. 511-524
Persistent link: https://www.econbiz.de/10001097112
Saved in:
112
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000135929
Saved in:
113
Contingent claims valued and hedged by pricing and investing in a basis
Madan, Dilip B.
;
Milne, Frank
-
1992
Persistent link: https://www.econbiz.de/10000135932
Saved in:
114
Pricing the risk of recovery in default with APR violation
Unal, Haluk
(
contributor
);
Madan, Dilip B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685954
Saved in:
115
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 101-124)
.
2002
Persistent link: https://www.econbiz.de/10001672227
Saved in:
116
Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
Saved in:
117
Stochastic volatility, jumps and hidden time changes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 63-90
Persistent link: https://www.econbiz.de/10001643753
Saved in:
118
Time changes for Lévy processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
Saved in:
119
Option pricing using variance gamma Markov Chains
Konikov, Mikhail
;
Madan, Dilip B.
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 58-115
Persistent link: https://www.econbiz.de/10001652024
Saved in:
120
Pricing American options under variance gamma
Hirsa, Ali
;
Madan, Dilip B.
- In:
The journal of computational finance
7
(
2003/2004
)
2
,
pp. 63-80
Persistent link: https://www.econbiz.de/10001908061
Saved in:
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