Browsing All of EconStor by Author Madan, Dilip B.
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
1992 | Incomplete Diversification and Asset Pricing | Madan, Dilip B.; Milne, Frank; Elliott, Robert |
1992 | Contingent Claims Valued and Hedged by Pricing and Investment in a Basis | Madan, Dilip B.; Milne, Frank |
1996 | Pricing S&P 500 index options using a Hilbert space basis | Abken, Peter A.; Madan, Dilip B.; Ramamurtie, Sailesh |
1996 | Estimation of risk-neutral and statistical densities by Hermite polynomial approximation: with an application to Eurodollar futures options | Abken, Peter A.; Madan, Dilip B.; Ramamurtie, Sailesh |
2010 | Conserving capital by adjusting deltas for gamma in the presence of skewness | Madan, Dilip B. |
2019 | Arbitrage free approximations to candidate volatility surface quotations | Madan, Dilip B.; Schoutens, Wim |
2021 | It takes two to Tango: Estimation of the zero-risk premium strike of a call option via joint physical and pricing density modeling | Höcht, Stephan; Madan, Dilip B.; Schoutens, Wim; Verschueren, Eva |
2021 | Pricing product options and using them to complete markets for functions of two underlying asset prices | Madan, Dilip B.; Wang, King |