Concepedia

Dilip B. Madan

DB

Statistics

Publications

153

Citations

19.5K

H-Index

50

Active since

1983

Affiliations

University of Maryland, College Park(Current)

KU Leuven

Smith Institute

Morgan Stanley (United States)

Laboratoire de Probabilités et Modèles Aléatoires

Dilip B. Madan is an author at University of Maryland, College Park specializing in financial economics, finance, and business.

ORCID

Publications per year

1983–2022

153

Publications

153

Option valuation using the fast Fourier transform

Peter Carr, Dilip B. Madan · The Journal of Computational Finance · 1999 · 2.3K citations

, , +17

The Variance Gamma Process and Option Pricing

Dilip B. Madan, Peter Carr, Eric C. Chang · European Finance Review · 1998 · 1.9K citations

, , +17

The Fine Structure of Asset Returns: An Empirical Investigation

Peter Carr, Hélyette Geman, Dilip B. Madan et al. · The Journal of Business · 2002 · 1.8K citations

, , +17

The Variance Gamma (V.G.) Model for Share Market Returns

Dilip B. Madan, E. Seneta · The Journal of Business · 1990 · 1.6K citations

, , +17

Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

Gurdip Bakshi, Nikunj Kapadia, Dilip B. Madan · Review of Financial Studies · 2003 · 1.5K citations

, , +11

1–5 of 153