Dilip B. Madan

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Papers (7)

1. Calibration for Weak Variance-Alpha-Gamma Processes stat.ME · 2018 · author #3
2. Selfdecomposability of Weak Variance Generalised Gamma Convolutions math.PR · 2017 · author #3
3. The Chebyshev method for the implied volatility q-fin.CP · 2017 · author #3
4. Weak Subordination of Multivariate L\'evy Processes and Variance Generalised Gamma Convolutions math.PR · 2016 · author #3
5. Coherent measurement of factor risks math.PR · 2006 · author #2
6. CAPM, rewards, and empirical asset pricing with coherent risk math.PR · 2006 · author #2
7. Pricing and hedging in incomplete markets with coherent risk math.PR · 2006 · author #2

Mentions

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Frequent Coauthors

• Alexander S. Cherny 3 shared papers
• Boris Buchmann 3 shared papers
• Kevin W. Lu 2 shared papers
• Christian P\"otz 1 shared papers
• Kathrin Glau 1 shared papers
• Kevin Lu 1 shared papers
• Paul Herold 1 shared papers