Dilip B. Madan

1. The Variance Gamma (V.G.) Model for Share Market Returns
   1990/01/01 by Dilip B. Madan, E. Seneta, Eugene Seneta · 46 citations
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Statistical Methods and Inference
2. The Fine Structure of Asset Returns: An Empirical Investigation
   2002/04/01 by Peter Carr, Helyette Geman, Hélyette Geman +2 · 57 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Complex Systems and Time Series Analysis #Capital Investment and Risk Analysis
3. Selfdecomposability of Weak Variance Generalised Gamma Convolutions
   2017/12/11 by Boris Buchmann, Buchmann, Boris, Kevin W. Lu +3 · 1 citation
   Economics, Econometrics and Finance · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
4. The Chebyshev method for the implied volatility
   2017/10/04 by Kathrin Glau, Glau, Kathrin, Paul Herold +5 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #65D05 #90-08 #91G60 #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Risk and Volatility Modeling #Mathematical functions and polynomials #Stochastic processes and financial applications