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Dilip B. Madan

Orcid: 0000-0002-0033-9077

According to our database1, Dilip B. Madan authored at least 7 papers between 1999 and 2021.

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

Timeline

2000
2005
2010
2015
2020
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1
2
1
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Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2021
Filtering Response Directions.
[BibTeX]
[DOI]
Robert J. Elliott
,
Dilip B. Madan
,
King Wang
SIAM J. Financial Math., 2021

2010
Local Volatility Enhanced by a Jump to Default.
[BibTeX]
[DOI]
Peter Carr
,
Dilip B. Madan
SIAM J. Financial Math., 2010

2006
A Theory of Volatility Spreads.
[BibTeX]
[DOI]
Gurdip Bakshi
,
Dilip B. Madan
Manag. Sci., 2006

2005
Pricing options on realized variance.
[BibTeX]
[DOI]
Peter Carr
,
Hélyette Geman
,
Dilip B. Madan
,
Marc Yor
Finance Stochastics, 2005

2002
Stochastic volatility, jumps and hidden time changes.
[BibTeX]
[DOI]
Hélyette Geman
,
Dilip B. Madan
,
Marc Yor
Finance Stochastics, 2002

2001
Optimal investment in derivative securities.
[BibTeX]
[DOI]
Peter Carr
,
Xing Jin
,
Dilip B. Madan
Finance Stochastics, 2001

1999
Hedging contingent claims on semimartingales.
[BibTeX]
[DOI]
Robert Jarrow
,
Dilip B. Madan
Finance Stochastics, 1999


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