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Publications by Dilip B. Madan
Local Volatility Enhanced by a Jump to Default
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
Leveraged Lévy Processes as Models for Stock Prices
Quantitative Finance
Economics
Econometrics
Finance
Is Mean-Variance Analysis Vacuous: Or Was Beta Still Born?
Review of Finance
Accounting
Economics
Econometrics
Finance
Understanding the Role of Recovery in Default Risk Models : Empirical Comarisons and Implied Recovery Rates
Finance and Economics Discussion Series
The Fine Structure of Asset Returns: An Empirical Investigation
The Journal of Business
Investigating the Sources of Default Risk: Lessons From Empirically Evaluating Credit Risk Models
SSRN Electronic Journal