3

The Variance Gamma (V.G.) Model for Share Market Returns

Dilip B. Madan and Eugene Seneta
Journal:
The Journal of Business
Year:
1990
Language:
english
File:
PDF, 1.55 MB
english, 1990
4

Lung Cancer Detection Using Deep Learning

Madan, Bhagyashree, Panchal, Akshay, Chavan, Dilip
Journal:
SSRN Electronic Journal
Year:
2019
Language:
english
File:
PDF, 383 KB
english, 2019
5

Stochastic Processes in Finance

Madan, Dilip B.
Journal:
Annual Review of Financial Economics
Year:
2010
Language:
english
File:
PDF, 846 KB
english, 2010
6

Stochastic Volatility for Lévy Processes

Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor
Journal:
Mathematical Finance
Year:
2003
Language:
english
File:
PDF, 243 KB
english, 2003
7

Time Changes for Lévy Processes

Hélyette Geman, Dilip B. Madan, Marc Yor
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 135 KB
english, 2001
8

Pricing and hedging in incomplete markets

Peter Carr, Helyette Geman, Dilip B Madan
Journal:
Journal of Financial Economics
Year:
2001
Language:
english
File:
PDF, 259 KB
english, 2001
9

Conic CVA and DVA

Madan, Dilip B., Schoutens, Wim
Journal:
Wilmott
Year:
2016
Language:
english
File:
PDF, 735 KB
english, 2016
11

Pricing the risks of default

Dilip B. Madan, Haluk Unal
Journal:
Review of Derivatives Research
Year:
1998
Language:
english
File:
PDF, 1.84 MB
english, 1998
12

Spanning and derivative-security valuation

Gurdip Bakshi, Dilip Madan
Journal:
Journal of Financial Economics
Year:
2000
Language:
english
File:
PDF, 233 KB
english, 2000
13

Momentum and reversion in risk neutral martingale probabilities

Madan, Dilip B.
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 433 KB
english, 2014
15

Pricing options on realized variance

Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor
Journal:
Finance and Stochastics
Year:
2005
Language:
english
File:
PDF, 201 KB
english, 2005
16

Option Pricing Using Variance Gamma Markov Chains

Mikhail Konikov, Dilip B. Madan
Journal:
Review of Derivatives Research
Year:
2002
Language:
english
File:
PDF, 313 KB
english, 2002
18

Understanding option prices

Khanna, Ajay, Madan, Dilip B
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 150 KB
english, 2004
19

Asymmetries in financial returns

Madan, Dilip B., Wang, King
Journal:
International Journal of Financial Engineering
Year:
2017
Language:
english
File:
PDF, 1.82 MB
english, 2017
20

Monitored financial equilibria

Dilip B. Madan
Journal:
Journal of Banking & Finance
Year:
2004
Language:
english
File:
PDF, 270 KB
english, 2004
21

SELF-DECOMPOSABILITY AND OPTION PRICING

Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor
Journal:
Mathematical Finance
Year:
2007
Language:
english
File:
PDF, 261 KB
english, 2007
25

Pricing and hedging basket options to prespecified levels of acceptability

Madan, Dilip B.
Journal:
Quantitative Finance
Year:
2010
Language:
english
File:
PDF, 543 KB
english, 2010
26

Option Pricing With V. G. Martingale Components

Dilip B. Madan, Frank Milne
Journal:
Mathematical Finance
Year:
1991
Language:
english
File:
PDF, 811 KB
english, 1991
27

Project Evaluation and Accounting Income Forecasts

DILIP B. MADAN
Journal:
Abacus
Year:
1985
Language:
english
File:
PDF, 324 KB
english, 1985
28

Pricing options on mean reverting underliers

Madan, Dilip B.
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 1.21 MB
english, 2016
30

The Second Fundamental Theorem of Asset Pricing

Robert A. Jarrow, Xing Jin, Dilip B. Madan
Journal:
Mathematical Finance
Year:
1999
Language:
english
File:
PDF, 110 KB
english, 1999
31

The Fine Structure of Asset Returns: An Empirical Investigation

Carr, Peter, Geman, Helyette, Madan, Dilip B., Yor, Marc
Journal:
The Journal of Business
Year:
2002
Language:
english
File:
PDF, 411 KB
english, 2002
32

The valuation of structured products using Markov chain models

Madan, Dilip B., Pistorius, Martijn, Schoutens, Wim
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 341 KB
english, 2013
33

A Theory of Volatility Spreads

Gurdip Bakshi and Dilip Madan
Journal:
Management Science
Year:
2006
Language:
english
File:
PDF, 2.24 MB
english, 2006
34

A Discrete Time Equivalent Martingale Measure

Robert J. Elliott, Dilip B. Madan
Journal:
Mathematical Finance
Year:
1998
Language:
english
File:
PDF, 216 KB
english, 1998
38

A Simple Stochastic Rate Model for Rate Equity Hybrid Products

Eberlein, Ernst, Madan, Dilip B., Pistorius, Martijn, Yor, Marc
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 5.15 MB
english, 2013
39

Capital requirements, acceptable risks and profits

Madan, Dilip B.
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 405 KB
english, 2009
40

Sato processes and the valuation of structured products

Eberlein, Ernst, Madan, Dilip B.
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 245 KB
english, 2009
41

Correlation and the pricing of risks

Marc Atlan, Hélyette Geman, Dilip B. Madan, Marc Yor
Journal:
Annals of Finance
Year:
2007
Language:
english
File:
PDF, 439 KB
english, 2007
45

Coherent Measurement of Factor Risks

Cherny, Alexander S., Madan, Dilip B.
Journal:
SSRN Electronic Journal
Year:
2006
File:
PDF, 572 KB
2006
49

Risk measurement in semimartingale models with multiple consumption goods

Dilip B Madan
Journal:
Journal of Economic Theory
Year:
1988
Language:
english
File:
PDF, 852 KB
english, 1988
50

Equilibrium asset pricing: with non-Gaussian factors and exponential utilities

Madan, Dilip B.
Journal:
Quantitative Finance
Year:
2006
Language:
english
File:
PDF, 196 KB
english, 2006