The following pages link to Dilip B. Madan (Q201759):
Displaying 38 items.
- Is Mean-Variance Analysis Vacuous: Or was Beta Still Born? (Q4798664) (← links)
- Stochastic Volatility for Lévy Processes (Q4812839) (← links)
- SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS (Q4906520) (← links)
- (Q4925750) (← links)
- The Variance Gamma Process and Option Pricing (Q4939318) (← links)
- Three Non-Gaussian Models of Dependence in Returns (Q4976495) (← links)
- Nonlinear Valuation and Non-Gaussian Risks in Finance (Q5014097) (← links)
- OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
- Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models (Q5075238) (← links)
- Errata: Instantaneous Portfolio theory (Q5079354) (← links)
- Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP) (Q5092651) (← links)
- MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)
- Additive Processes with Bilateral Gamma Marginals (Q5149265) (← links)
- OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES (Q5157846) (← links)
- Filtering Response Directions (Q5162853) (← links)
- (Q5185887) (← links)
- (Q5226697) (← links)
- Momentum and reversion in risk neutral martingale probabilities (Q5245350) (← links)
- (Q5294261) (← links)
- Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes (Q5392715) (← links)
- TWO PROCESSES FOR TWO PRICES (Q5411989) (← links)
- (Q5506189) (← links)
- (Q5506196) (← links)
- The valuation of structured products using Markov chain models (Q5746747) (← links)
- Self‐similarity in long‐horizon returns (Q5855960) (← links)
- Erratum (Q5897053) (← links)
- Optimal investment in derivative securities (Q5942932) (← links)
- Measuring dependence in a set of asset returns (Q6054326) (← links)
- Now decision theory (Q6064078) (← links)
- Exposure valuations and their capital requirements (Q6078123) (← links)
- Option returns (Q6134137) (← links)
- Financial activity time (Q6147107) (← links)
- The economics of time as it is embedded in the prices of options§ (Q6158421) (← links)
- Risk exposure valuation using measure distortions: an overview (Q6599199) (← links)
- Rational hedging with a diversity of implied volatilities (Q6643152) (← links)
- Financial finance (Q6644194) (← links)
- On the real rate of interest in a closed economy (Q6655448) (← links)
- Short Option Maturity Term Structures of Skewness and Excess Kurtosis* (Q6671995) (← links)
