Madan, Dilip B.; Wang, King Financial activity time. (English) Zbl 07788143 Front. Math. Finance 2, No. 4, 416-437 (2023). MSC: 91G15 60G18 60G51 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Front. Math. Finance 2, No. 4, 416--437 (2023; Zbl 07788143) Full Text: DOI
Madan, Dilip B.; Wang, King Option surface statistics with applications. (English) Zbl 1505.91385 Int. J. Theor. Appl. Finance 25, No. 6, Article ID 2250024, 16 p. (2022). MSC: 91G20 62P05 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Int. J. Theor. Appl. Finance 25, No. 6, Article ID 2250024, 16 p. (2022; Zbl 1505.91385) 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
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
De Spiegeleer, Jan; Madan, Dilip B.; Reyners, Sofie; Schoutens, Wim Machine learning for quantitative finance: fast derivative pricing, hedging and fitting. (English) Zbl 1406.91439 Quant. Finance 18, No. 10, 1635-1643 (2018). MSC: 91G20 68T05 PDFBibTeX XMLCite \textit{J. De Spiegeleer} et al., Quant. Finance 18, No. 10, 1635--1643 (2018; Zbl 1406.91439) Full Text: DOI Link
Madan, Dilip B. Momentum and reversion in risk neutral martingale probabilities. (English) Zbl 1308.91167 Quant. Finance 14, No. 5, 777-787 (2014). MSC: 91G20 62P05 PDFBibTeX XMLCite \textit{D. B. Madan}, Quant. Finance 14, No. 5, 777--787 (2014; Zbl 1308.91167) 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.; Schoutens, Wim Two processes for two prices. (English) Zbl 1295.91092 Int. J. Theor. Appl. Finance 17, No. 1, Article ID 1450005, 19 p. (2014). Reviewer: Weiping Li (Stillwater) MSC: 91G20 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{W. Schoutens}, Int. J. Theor. Appl. Finance 17, No. 1, Article ID 1450005, 19 p. (2014; Zbl 1295.91092) Full Text: DOI
Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim The valuation of structured products using Markov chain models. (English) Zbl 1280.91172 Quant. Finance 13, No. 1, 125-136 (2013). MSC: 91G20 60J20 PDFBibTeX XMLCite \textit{D. B. Madan} et al., Quant. Finance 13, No. 1, 125--136 (2013; Zbl 1280.91172) Full Text: DOI
Carr, Peter; Geman, Helyette; Madan, Dilip B.; Yor, Marc Options on realized variance and convex orders. (English) Zbl 1277.91164 Quant. Finance 11, No. 11, 1685-1694 (2011). MSC: 91G20 91B70 91B84 60H30 60G51 PDFBibTeX XMLCite \textit{P. Carr} et al., Quant. Finance 11, No. 11, 1685--1694 (2011; Zbl 1277.91164) Full Text: DOI Link
Geman, Hélyette; Madan, Dilip B.; Yor, Marc Probing option prices for information. (English) Zbl 1157.60067 Methodol. Comput. Appl. Probab. 9, No. 1, 115-131 (2007). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H30 60G35 91G20 60H10 91B26 PDFBibTeX XMLCite \textit{H. Geman} et al., Methodol. Comput. Appl. Probab. 9, No. 1, 115--131 (2007; Zbl 1157.60067) Full Text: DOI