Dilip B. Madan

According to our database1, Dilip B. Madan authored at least 6 papers between 1999 and 2010.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2010
Local Volatility Enhanced by a Jump to Default.
SIAM J. Financial Math., 2010

2006
A Theory of Volatility Spreads.
Management Science, 2006

2005
Pricing options on realized variance.
Finance and Stochastics, 2005

2002
Stochastic volatility, jumps and hidden time changes.
Finance and Stochastics, 2002

2001
Optimal investment in derivative securities.
Finance and Stochastics, 2001

1999
Hedging contingent claims on semimartingales.
Finance and Stochastics, 1999


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