4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Dilip Madan

Economy – Quantitative Finance – Pricing of Securities

Scientist

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PMA

CGMY and Meixner Subordinators are Absolutely Continuous with respect to One Sided Stable Subordinators

Mathematics – Probability
Scientific paper

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Pricing Equity Default Swaps under an approximation to the CGMY Lé% vy Model

Economy – Quantitative Finance – Pricing of Securities
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Profile ID: LFWR-SCP-P-271120

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