Dilip B. Madan
According to our database1, Dilip B. Madan authored at least 6 papers between 1999 and 2010.
Legend:Book In proceedings Article PhD thesis Other
Local Volatility Enhanced by a Jump to Default.
SIAM J. Financial Math., 2010
A Theory of Volatility Spreads.
Management Science, 2006
Pricing options on realized variance.
Finance and Stochastics, 2005
Stochastic volatility, jumps and hidden time changes.
Finance and Stochastics, 2002
Optimal investment in derivative securities.
Finance and Stochastics, 2001
Hedging contingent claims on semimartingales.
Finance and Stochastics, 1999