The following pages link to Dilip B. Madan (Q201759):
Displaying 50 items.
- Asset prices are Brownian motion: Only in business time (Q2725577) (← links)
- Determining volatility surfaces and option values from an implied volatility smile (Q2725579) (← links)
- The second fundamental theorem of asset pricing (Q2757303) (← links)
- Purely discontinuous asset price processes (Q2771102) (← links)
- Towards a theory of volatility trading (Q2771113) (← links)
- Leveraged Lévy processes as models for stock prices (Q2786277) (← links)
- On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets (Q2799997) (← links)
- Conic portfolio theory (Q2806366) (← links)
- Options on realized variance and convex orders (Q2866381) (← links)
- Unbounded liabilities, capital reserve requirements and the taxpayer put option (Q2869961) (← links)
- From credit valuation adjustments to credit capital commitments (Q2869975) (← links)
- The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (Q2889585) (← links)
- Equity quantile upper and lower swaps (Q2893071) (← links)
- CONIC TRADING IN A MARKOVIAN STEADY STATE (Q2976128) (← links)
- CONIC FINANCE AND THE CORPORATE BALANCE SHEET (Q3094324) (← links)
- A Theory of Volatility Spreads (Q3116022) (← links)
- OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS (Q3126239) (← links)
- Sato processes and the valuation of structured products (Q3182646) (← links)
- Applied Conic Finance (Q3188134) (← links)
- Testing for Random Pairing (Q3217452) (← links)
- PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (Q3400129) (← links)
- Local Volatility Enhanced by a Jump to Default (Q3402357) (← links)
- Equilibrium asset pricing: with non-Gaussian factors and exponential utilities (Q3437403) (← links)
- SELF-DECOMPOSABILITY AND OPTION PRICING (Q3446058) (← links)
- Short Positions, Rally Fears and Option Markets (Q3565100) (← links)
- Pricing and hedging basket options to prespecified levels of acceptability (Q3577149) (← links)
- HEDGE FUND PERFORMANCE: SOURCES AND MEASURES (Q3637880) (← links)
- Saddlepoint methods for option pricing (Q3639926) (← links)
- Capital requirements, acceptable risks and profits (Q3650960) (← links)
- (Q3657979) (← links)
- A Discrete Time Equivalent Martingale Measure (Q4213036) (← links)
- (Q4218379) (← links)
- A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (Q4345913) (← links)
- Option Pricing With V. G. Martingale Components<sup>1</sup> (Q4345917) (← links)
- Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying<sup>1</sup> (Q4372002) (← links)
- CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (Q4372036) (← links)
- (Q4550914) (← links)
- Instantaneous portfolio theory (Q4554500) (← links)
- Pricing options on mean reverting underliers (Q4555092) (← links)
- Maximally Acceptable Portfolios (Q4561935) (← links)
- A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998) (← links)
- MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
- Financial jeopardy (Q4610211) (← links)
- From local volatility to local Lévy models (Q4610266) (← links)
- Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (Q4619509) (← links)
- EQUILIBRIUM ASSET RETURNS IN FINANCIAL MARKETS (Q4631695) (← links)
- Understanding option prices (Q4647596) (← links)
- TENOR SPECIFIC PRICING (Q4649506) (← links)
- Option overlay strategies (Q4683071) (← links)
- Simulation of Estimates Using the Empirical Characteristic Function (Q4725494) (← links)
