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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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29
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28
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26
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25
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23
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21
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16
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14
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9
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9
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9
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9
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8
Cariboni, Jessica
8
MADAN, DILIP B.
8
Reyners, Sofie
8
Campolongo, Francesca
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Jin, Xing
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Madan, D.
7
Marquet, Ine
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Insurance: Mathematics and Economics
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81
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
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82
The second fundamental theorem of asset pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
Saved in:
83
The variance gamma process and option pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
Saved in:
84
A two-factor hazard-rate-model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.
;
Unal, Haluk
-
1999
Persistent link: https://www.econbiz.de/10001427315
Saved in:
85
A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.
;
Unal, Haluk
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10001492484
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86
Stochastic stability in a rational expectations model of a small open economy
Kiernan, Eric
;
Madan, Dilip B.
-
1986
Persistent link: https://www.econbiz.de/10000693075
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87
Estimation of risk-neutral and statistial densities by hermite polynomial approximation : with an application to Eurodollar futures options
Abken, Peter A.
;
Madan, Dilip B.
;
Ramamurtie, …
-
1996
Persistent link: https://www.econbiz.de/10000946463
Saved in:
88
Pricing S&P 500 index options using a Hilbert space basis
Abken, Peter A.
;
Madan, Dilip B.
;
Ramamurtie, …
-
1996
Persistent link: https://www.econbiz.de/10000983757
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89
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
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90
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
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