Dilip B. Madan

According to our database, Dilip B. Madan authored at least 7 papers between 1999 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Filtering Response Directions.

Robert J. Elliott, Dilip B. Madan, King Wang

SIAM J. Financial Math., 2021

2010

Local Volatility Enhanced by a Jump to Default.

Peter Carr, Dilip B. Madan

SIAM J. Financial Math., 2010

2006

A Theory of Volatility Spreads.

Gurdip Bakshi, Dilip B. Madan

Manag. Sci., 2006

2005

Pricing options on realized variance.

Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor

Finance Stochastics, 2005

2002

Stochastic volatility, jumps and hidden time changes.

Hélyette Geman, Dilip B. Madan, Marc Yor

Finance Stochastics, 2002

2001

Optimal investment in derivative securities.

Peter Carr, Xing Jin, Dilip B. Madan

Finance Stochastics, 2001

1999

Hedging contingent claims on semimartingales.

Robert Jarrow, Dilip B. Madan

Finance Stochastics, 1999