Measure distorted arrival rate risks and their rewards

by Dilip B. Madan
Published 2017-06-01

Conserving Capital by Adjusting Deltas for Gamma in the Presence of Skewness

by Dilip B. Madan
Published 2010-12-01

Arbitrage Free Approximations to Candidate Volatility Surface Quotations

by Dilip B. Madan, Wim Schoutens
Published 2019-04-01

Zero covariation returns

by Dilip B. Madan, Wim Schoutens
Published 2018-06-01

Pricing Product Options and Using Them to Complete Markets for Functions of Two Underlying Asset Prices

by Dilip B. Madan, King Wang
Published 2021-08-01