Dilip Madan

Identifiers

• name variant Dilip Madan 0.60 · backfill

Papers (4)

1. Convergence of BS\Delta Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver math.PR · 2014 · author #1
2. On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation math.PR · 2013 · author #1
3. Pricing Equity Default Swaps under an approximation to the CGMY L\'{e}% vy Model q-fin.PR · 2007 · author #2
4. CGMY and Meixner Subordinators are Absolutely Continuous with respect to One Sided Stable Subordinators math.PR · 2006 · author #1

Mentions

• 1406.7145 #1 · backfill · confidence 0.70 Dilip Madan
• 1301.3531 #1 · backfill · confidence 0.70 Dilip Madan
• 0711.2807 #2 · backfill · confidence 0.70 Dilip Madan

Frequent Coauthors

• Martijn Pistorius 3 shared papers
• Mitja Stadje 2 shared papers
• Marc Yor (PMA) 1 shared papers
• Soeren Asmussen 1 shared papers