Madan, Dilip B.; Wang, King The economics of time as it is embedded in the prices of options§. (English) Zbl 1518.91285 Quant. Finance 23, No. 4, 579-593 (2023). MSC: 91G20 60G51 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Quant. Finance 23, No. 4, 579--593 (2023; Zbl 1518.91285) Full Text: DOI
Madan, Dilip B.; Wang, King Implied price processes anchored in statistical realizations. (English) Zbl 1500.91138 Front. Math. Finance 1, No. 3, 321-342 (2022). MSC: 91G20 60G51 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Front. Math. Finance 1, No. 3, 321--342 (2022; Zbl 1500.91138) Full Text: DOI
Madan, Dilip B.; Wang, King Two sided efficient frontiers at multiple time horizons. (English) Zbl 1498.91472 Ann. Finance 18, No. 3, 327-353 (2022). MSC: 91G30 91G10 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Ann. Finance 18, No. 3, 327--353 (2022; Zbl 1498.91472) Full Text: DOI
Madan, Dilip B.; Wang, King Quadratic variation, models, applications and lessons. (English) Zbl 1498.91456 Front. Math. Finance 1, No. 2, 189-217 (2022). MSC: 91G20 60G18 60G51 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Front. Math. Finance 1, No. 2, 189--217 (2022; Zbl 1498.91456) Full Text: DOI
Elliott, Robert; Madan, Dilip B.; Siu, Tak Kuen Lower and upper pricing of financial assets. (English) Zbl 1492.91396 Probab. Uncertain. Quant. Risk 7, No. 1, 45-66 (2022). MSC: 91G30 PDFBibTeX XMLCite \textit{R. Elliott} et al., Probab. Uncertain. Quant. Risk 7, No. 1, 45--66 (2022; Zbl 1492.91396) Full Text: DOI
Madan, Dilip B.; Wang, King Risk neutral jump arrival rates implied in option prices and their models. (English) Zbl 1490.91217 Appl. Math. Finance 28, No. 3, 201-235 (2021). MSC: 91G20 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Appl. Math. Finance 28, No. 3, 201--235 (2021; Zbl 1490.91217) Full Text: DOI
Madan, Dilip B.; Wang, King Correlated squared returns. (English) Zbl 1477.62300 Probab. Uncertain. Quant. Risk 6, No. 2, 139-158 (2021). MSC: 62P05 62M10 62H20 91B84 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Probab. Uncertain. Quant. Risk 6, No. 2, 139--158 (2021; Zbl 1477.62300) Full Text: DOI
Madan, Dilip B.; Wang, King Option implied VIX, skew and kurtosis term structures. (English) Zbl 1471.91581 Int. J. Theor. Appl. Finance 24, No. 5, Article ID 2150030, 13 p. (2021). MSC: 91G20 91G30 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Int. J. Theor. Appl. Finance 24, No. 5, Article ID 2150030, 13 p. (2021; Zbl 1471.91581) Full Text: DOI
Madan, Dilip B.; Wang, King Additive processes with bilateral gamma marginals. (English) Zbl 1457.91385 Appl. Math. Finance 27, No. 3, 171-188 (2020). MSC: 91G20 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Appl. Math. Finance 27, No. 3, 171--188 (2020; Zbl 1457.91385) Full Text: DOI
Madan, Dilip B. Multivariate distributions for financial returns. (English) Zbl 1457.91384 Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050041, 32 p. (2020). MSC: 91G20 62P05 62H05 PDFBibTeX XMLCite \textit{D. B. Madan}, Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050041, 32 p. (2020; Zbl 1457.91384) Full Text: DOI
Madan, Dilip B. Nonlinear equity valuation using conic finance and its regulatory implications. (English) Zbl 1411.91636 Math. Financ. Econ. 13, No. 1, 31-65 (2019). MSC: 91G70 PDFBibTeX XMLCite \textit{D. B. Madan}, Math. Financ. Econ. 13, No. 1, 31--65 (2019; Zbl 1411.91636) Full Text: DOI
Madan, Dilip B.; Schoutens, Wim Equilibrium asset returns in financial markets. (English) Zbl 1411.91520 Int. J. Theor. Appl. Finance 22, No. 2, Article ID 1850063, 43 p. (2019). MSC: 91G10 62P05 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{W. Schoutens}, Int. J. Theor. Appl. Finance 22, No. 2, Article ID 1850063, 43 p. (2019; Zbl 1411.91520) Full Text: DOI
Madan, Dilip B.; Schoutens, Wim Zero covariation returns. (English) Zbl 1432.91106 Probab. Uncertain. Quant. Risk 3, Paper No. 5, 29 p. (2018). MSC: 91G10 62P05 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{W. Schoutens}, Probab. Uncertain. Quant. Risk 3, Paper No. 5, 29 p. (2018; Zbl 1432.91106) Full Text: DOI
Madan, Dilip B. Measure distorted arrival rate risks and their rewards. (English) Zbl 1431.91443 Probab. Uncertain. Quant. Risk 2, Paper No. 8, 21 p. (2017). MSC: 91G70 60J28 PDFBibTeX XMLCite \textit{D. B. Madan}, Probab. Uncertain. Quant. Risk 2, Paper No. 8, 21 p. (2017; Zbl 1431.91443) Full Text: DOI
Madan, Dilip B.; Schoutens, Wim; Wang, King Measuring and monitoring the efficiency of markets. (English) Zbl 1395.91459 Int. J. Theor. Appl. Finance 20, No. 8, Article ID 1750051, 32 p. (2017). MSC: 91G20 91G70 PDFBibTeX XMLCite \textit{D. B. Madan} et al., Int. J. Theor. Appl. Finance 20, No. 8, Article ID 1750051, 32 p. (2017; Zbl 1395.91459) Full Text: DOI
Carr, Peter; Madan, Dilip B.; Melamed, Michael; Schoutens, Wim Hedging insurance books. (English) Zbl 1371.91175 Insur. Math. Econ. 70, 364-372 (2016). MSC: 91G20 91B30 PDFBibTeX XMLCite \textit{P. Carr} et al., Insur. Math. Econ. 70, 364--372 (2016; Zbl 1371.91175) Full Text: DOI