Elliott, Robert J.; Madan, Dilip B.; Siu, Tak Kuen Two price economic equilibria and financial market bid/ask prices. (English) Zbl 1467.91047 Ann. Finance 17, No. 1, 27-43 (2021). MSC: 91B24 91G15 91G70 PDFBibTeX XMLCite \textit{R. J. Elliott} et al., Ann. Finance 17, No. 1, 27--43 (2021; Zbl 1467.91047) Full Text: DOI
Madan, Dilip B. Financial equilibrium with non-linear valuations. (English) Zbl 1397.91228 Ann. Finance 14, No. 2, 211-221 (2018). MSC: 91B24 PDFBibTeX XMLCite \textit{D. B. Madan}, Ann. Finance 14, No. 2, 211--221 (2018; Zbl 1397.91228) Full Text: DOI
Madan, Dilip B. Benchmarking in two price financial markets. (English) Zbl 1398.91279 Ann. Finance 12, No. 2, 201-219 (2016). MSC: 91B24 91G20 60G44 PDFBibTeX XMLCite \textit{D. B. Madan}, Ann. Finance 12, No. 2, 201--219 (2016; Zbl 1398.91279) Full Text: DOI
Madan, Dilip; Schoutens, Wim Applied conic finance. (English) Zbl 1350.91005 Cambridge: Cambridge University Press (ISBN 978-1-107-15169-7/hbk; 978-1-316-58510-8/ebook). xvi, 187 p. (2016). MSC: 91-02 91G99 91B24 91G10 91G20 PDFBibTeX XMLCite \textit{D. Madan} and \textit{W. Schoutens}, Applied conic finance. Cambridge: Cambridge University Press (2016; Zbl 1350.91005) Full Text: DOI
Madan, Dilip B. Asset pricing theory for two price economies. (English) Zbl 1311.91107 Ann. Finance 11, No. 1, 1-35 (2015). Reviewer: Nikolaos Halidias (Athens) MSC: 91B25 91G99 91B24 60G44 PDFBibTeX XMLCite \textit{D. B. Madan}, Ann. Finance 11, No. 1, 1--35 (2015; Zbl 1311.91107) Full Text: DOI
Eberlein, Ernst; Madan, Dilip; Pistorius, Martijn; Schoutens, Wim; Yor, Marc Two price economies in continuous time. (English) Zbl 1298.91086 Ann. Finance 10, No. 1, 71-100 (2014). MSC: 91B24 PDFBibTeX XMLCite \textit{E. Eberlein} et al., Ann. Finance 10, No. 1, 71--100 (2014; Zbl 1298.91086) Full Text: DOI
Madan, Dilip B. A two price theory of financial equilibrium with risk management implications. (English) Zbl 1298.91205 Ann. Finance 8, No. 4, 489-505 (2012). MSC: 91G99 91B24 91B52 PDFBibTeX XMLCite \textit{D. B. Madan}, Ann. Finance 8, No. 4, 489--505 (2012; Zbl 1298.91205) Full Text: DOI
Madan, Dilip B.; Schoutens, Wim Structured products equilibria in conic two price markets. (English) Zbl 1264.91148 Math. Financ. Econ. 6, No. 1, 37-57 (2012). MSC: 91G80 91B54 91B26 91B24 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{W. Schoutens}, Math. Financ. Econ. 6, No. 1, 37--57 (2012; Zbl 1264.91148) Full Text: DOI
Madan, Dilip B.; Schoutens, Wim Conic finance and the corporate balance sheet. (English) Zbl 1282.91370 Int. J. Theor. Appl. Finance 14, No. 5, 587-610 (2011). MSC: 91G50 91B24 91B38 91G80 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{W. Schoutens}, Int. J. Theor. Appl. Finance 14, No. 5, 587--610 (2011; Zbl 1282.91370) Full Text: DOI
Eberlein, Ernst; Madan, Dilip B. Erratum: Sato processes and the valuation of structured products. (English) Zbl 1182.91072 Quant. Finance 9, No. 4, 491-494 (2009). MSC: 91B24 PDFBibTeX XMLCite \textit{E. Eberlein} and \textit{D. B. Madan}, Quant. Finance 9, No. 4, 491--494 (2009; Zbl 1182.91072) Full Text: DOI
Eberlein, Ernst; Madan, Dilip B. Sato processes and the valuation of structured products. (English) Zbl 1171.91327 Quant. Finance 9, No. 1, 27-42 (2009); corrections ibid. 9, No. 4, 491-494 (2009). MSC: 91B24 PDFBibTeX XMLCite \textit{E. Eberlein} and \textit{D. B. Madan}, Quant. Finance 9, No. 1, 27--42 (2009; Zbl 1171.91327) Full Text: DOI
Madan, Dilip B. Equilibrium asset pricing: with non-Gaussian factors and exponential utilities. (English) Zbl 1134.91448 Quant. Finance 6, No. 6, 455-463 (2006). MSC: 91B28 91B24 PDFBibTeX XMLCite \textit{D. B. Madan}, Quant. Finance 6, No. 6, 455--463 (2006; Zbl 1134.91448) Full Text: DOI
Cherny, Alexander S.; Madan, Dilip B. Pricing and hedging in incomplete markets with coherent risk. arXiv:math/0605064 Preprint, arXiv:math/0605064 [math.PR] (2006). MSC: 91B24 91B30 91B50 BibTeX Cite \textit{A. S. Cherny} and \textit{D. B. Madan}, ``Pricing and hedging in incomplete markets with coherent risk'', Preprint, arXiv:math/0605064 [math.PR] (2006) Full Text: arXiv
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc Stochastic volatility for Lévy processes. (English) Zbl 1092.91022 Math. Finance 13, No. 3, 345-382 (2003). Reviewer: Klaus Schürger (Bonn) MSC: 91G30 60G42 91B24 60G44 60G51 PDFBibTeX XMLCite \textit{P. Carr} et al., Math. Finance 13, No. 3, 345--382 (2003; Zbl 1092.91022) Full Text: DOI
Madan, Dilip B.; Milne, Frank; Elliott, Robert J. Incomplete diversification and asset pricing. (English) Zbl 1011.91030 Sandmann, Klaus (ed.) et al., Advances in finance and stochastics. Essays in honour of Dieter Sondermann. Berlin: Springer. 101-124 (2002). Reviewer: Martin Schweizer (München) MSC: 91B24 91B54 PDFBibTeX XMLCite \textit{D. B. Madan} et al., in: Advances in finance and stochastics. Essays in honour of Dieter Sondermann. Berlin: Springer. 101--124 (2002; Zbl 1011.91030)
Madan, Dilip B. Purely discontinuous asset price processes. (English) Zbl 1005.91047 Jouini, E. (ed.) et al., Option pricing, interest rates and risk management. Cambridge: Cambridge University Press. Handbooks in Mathematical Finance. 105-153 (2001). Reviewer: Vangelis Grigoroudis (Chania) MSC: 91B24 PDFBibTeX XMLCite \textit{D. B. Madan}, in: Option pricing, interest rates and risk management. Cambridge: Cambridge University Press. 105--153 (2001; Zbl 1005.91047)
Geman, Helyette; Madan, Dilip B.; Yor, Marc Asset prices are Brownian motion: Only in business time. (English) Zbl 1134.91019 Avellaneda, Marco (ed.), Quantitative analysis in financial markets. Collected papers of the New York University Mathematical Finance Seminar. Vol. II. Singapore: World Scientific (ISBN 981-02-4225-5/hbk; 981-02-4226-3/pbk). 103-146 (2001). Reviewer: Oleksandr Kukush (Kyïv) MSC: 91B24 91B28 91B42 PDFBibTeX XMLCite \textit{H. Geman} et al., in: Quantitative analysis in financial markets. Collected papers of the New York University Mathematical Finance Seminar. Vol. II. Singapore: World Scientific. 103--146 (2001; Zbl 1134.91019)
Jarrow, Robert A.; Jin, Xing; Madan, Dilip B. The second fundamental theorem of asset pricing. (English) Zbl 0991.91035 Math. Finance 9, No. 3, 255-273 (1999). MSC: 91G99 91B24 62P20 PDFBibTeX XMLCite \textit{R. A. Jarrow} et al., Math. Finance 9, No. 3, 255--273 (1999; Zbl 0991.91035) Full Text: DOI
Jarrow, Robert; Madan, Dilip B. Hedging contingent claims on semimartingales. (English) Zbl 0926.60035 Finance Stoch. 3, No. 1, 111-134 (1999). Reviewer: A.D.Borisenko (Kyïv) MSC: 60G44 91B28 91B24 PDFBibTeX XMLCite \textit{R. Jarrow} and \textit{D. B. Madan}, Finance Stoch. 3, No. 1, 111--134 (1999; Zbl 0926.60035) Full Text: DOI
Madan, Dilip B.; Carr, Peter P.; Chang, Eric C. The variance gamma process and option pricing. (English) Zbl 0937.91052 Eur. Finance Rev. 2, No. 1, 79-105 (1998). MSC: 91B24 91B82 PDFBibTeX XMLCite \textit{D. B. Madan} et al., Eur. Finance Rev. 2, No. 1, 79--105 (1998; Zbl 0937.91052) Full Text: DOI
Elliott, Robert J.; Madan, Dilip B. A discrete time equivalent martingale measure. (English) Zbl 0910.60033 Math. Finance 8, No. 2, 127-152 (1998). MSC: 60G42 91B24 60G35 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{D. B. Madan}, Math. Finance 8, No. 2, 127--152 (1998; Zbl 0910.60033) Full Text: DOI
Madan, Dilip B. Risk measurement in semimartingale models with multiple consumption goods. (English) Zbl 0639.90015 J. Econ. Theory 44, No. 2, 398-412 (1988). MSC: 91B24 PDFBibTeX XMLCite \textit{D. B. Madan}, J. Econ. Theory 44, No. 2, 398--412 (1988; Zbl 0639.90015) Full Text: DOI