| Option valuation using the fast Fourier transform P Carr, D Madan Journal of computational finance 2 (4), 61-73, 1999 | 3080 | 1999 |
| The variance gamma process and option pricing DB Madan, PP Carr, EC Chang Review of Finance 2 (1), 79-105, 1998 | 2536 | 1998 |
| The fine structure of asset returns: An empirical investigation P Carr, H Geman, DB Madan, M Yor The journal of Business 75 (2), 305-332, 2002 | 2347 | 2002 |
| The variance gamma (VG) model for share market returns DB Madan, E Seneta Journal of business, 511-524, 1990 | 2150 | 1990 |
| Stock return characteristics, skew laws, and the differential pricing of individual equity options G Bakshi, N Kapadia, D Madan The Review of Financial Studies 16 (1), 101-143, 2003 | 1763 | 2003 |
| Stochastic volatility for Lévy processes P Carr, H Geman, DB Madan, M Yor Mathematical finance 13 (3), 345-382, 2003 | 1156 | 2003 |
| Spanning and derivative-security valuation G Bakshi, D Madan Journal of financial economics 55 (2), 205-238, 2000 | 1004 | 2000 |
| Pricing the risks of default DB Madan, H Unal Review of derivatives Research 2, 121-160, 1998 | 934 | 1998 |
| Towards a theory of volatility trading P Carr, D Madan Volatility: New estimation techniques for pricing derivatives 29, 417-427, 1998 | 903 | 1998 |
| Option Pricing With V. G. Martingale Components1 DB Madan, F Milne Mathematical finance 1 (4), 39-55, 1991 | 631 | 1991 |
| Optimal positioning in derivative securities P Carr, D Madan Taylor & Francis Group 1 (1), 19-37, 2001 | 481 | 2001 |
| Pricing and hedging in incomplete markets P Carr, H Geman, DB Madan Journal of financial economics 62 (1), 131-167, 2001 | 408 | 2001 |
| New measures for performance evaluation A Cherny, D Madan The Review of Financial Studies 22 (7), 2571-2606, 2009 | 362 | 2009 |
| Time changes for Lévy processes H Geman, DB Madan, M Yor Mathematical Finance 11 (1), 79-96, 2001 | 359 | 2001 |
| A theory of volatility spreads G Bakshi, D Madan Management science 52 (12), 1945-1956, 2006 | 339 | 2006 |
| A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads D Madan, H Unal Journal of Financial and Quantitative analysis 35 (1), 43-65, 2000 | 263 | 2000 |
| Pricing continuous Asian options: a comparison of Monte Carlo and Laplace transform inversion methods MC Fu, DB Madan, T Wang Journal of Computational Finance 2 (2), 49-74, 1999 | 255 | 1999 |
| Pricing American options: A comparison of Monte Carlo simulation approaches MC Fu, SB Laprise, DB Madan, Y Su, R Wu Journal of Computational Finance 4 (3), 39-88, 2001 | 245 | 2001 |
| Contingent claims valued and hedged by pricing and investing in a basis DB Madan, F Milne Mathematical Finance 4 (3), 223-245, 1994 | 229 | 1994 |
| Self‐decomposability and option pricing P Carr, H Geman, DB Madan, M Yor Mathematical finance 17 (1), 31-57, 2007 | 227 | 2007 |
Peter CarrDepartment Chair, Finance and Risk Engineering, Tandon School, NYUZweryfikowany adres z nyu.edu