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. 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.; 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; 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