The following pages link to Dilip B. Madan (Q201759):
Displaying 50 items.
- (Q265655) (redirect page) (← links)
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- Risk premia in option markets (Q300692) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Measures of risk aversion with many commodities (Q374740) (← links)
- Pricing the risks of default (Q375364) (← links)
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- A two price theory of financial equilibrium with risk management implications (Q470603) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Estimating parametric models of probability distributions (Q496976) (← links)
- Correlation and the pricing of risks (Q665786) (← links)
- Making Markov martingales meet marginals: With explicit constructions (Q701681) (← links)
- Moments of Wiener integrals for subordinators (Q742957) (← links)
- Utility correlations in probabilistic choice modelling (Q899757) (← links)
- On the monotonicity of the labour-capital ratio in Sraffa's model (Q908831) (← links)
- Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596) (← links)
- Multiple priors and asset pricing (Q1023977) (← links)
- A tale of two volatilities (Q1037571) (← links)
- Risk measurement in semimartingale models with multiple consumption goods (Q1100075) (← links)
- Hedging contingent claims on semimartingales (Q1297912) (← links)
- Option pricing using variance gamma Markov chains (Q1417033) (← links)
- Financial equilibrium with non-linear valuations (Q1648908) (← links)
- Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (Q1715552) (← links)
- Stochastic volatility, jumps and hidden time changes (Q1848532) (← links)
- Conic coconuts: the pricing of contingent capital notes using conic finance (Q1932541) (← links)
- Factor models for option pricing (Q1934585) (← links)
- Structured products equilibria in conic two price markets (Q1938974) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- Two price economic equilibria and financial market bid/ask prices (Q2036002) (← links)
- Implied price processes anchored in statistical realizations (Q2085829) (← links)
- High dimensional Markovian trading of a single stock (Q2085831) (← links)
- Quadratic variation, models, applications and lessons (Q2170296) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Correlated squared returns (Q2241899) (← links)
- Self-decomposability of weak variance generalised gamma convolutions (Q2289801) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- Measure distorted arrival rate risks and their rewards (Q2296098) (← links)
- Zero covariation returns (Q2296115) (← links)
- Adapted hedging (Q2397784) (← links)
- Conic asset pricing and the costs of price fluctuations (Q2422123) (← links)
- Systemic risk tradeoffs and option prices (Q2442518) (← links)
- Pricing options on realized variance (Q2488490) (← links)
- Hedging insurance books (Q2520465) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- Probing option prices for information (Q2642481) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- The valuation of corporations: a derivative pricing perspective (Q2694763) (← links)
- Time Changes for Lévy Processes (Q2707163) (← links)
