1999
Option valuation using the fast Fourier transform
The Journal of Computational FinanceCore
2.3k
cites
Faculty
Dilip B. Madan is a Finance scholar at University of Maryland, College Park. Research spans Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 510 works, 21k citations (h-index 51).
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Position · University of Maryland, College Park
The Journal of Computational FinanceCore
Dilip B. Madan, Peter Carr, Eric Chieh C. Chang
European Finance ReviewTop-listed
Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor
The Journal of BusinessCore