Authors: Carr, P Madan, D

Citation: P. Carr et D. Madan, Towards a theory of volatility trading, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 458-476

Authors: Bakshi, G Madan, D

Citation: G. Bakshi et D. Madan, Spanning and derivative-security valuation, J FINAN EC, 55(2), 2000, pp. 205-238

Authors: Madan, D Unal, H

Citation: D. Madan et H. Unal, A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads, J FIN QU AN, 35(1), 2000, pp. 43-65