Research Output 1971 2017

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Comment/debate
2003

Beyond variance swaps: Trading auto-correlation

Carr, P. 2003 In : Quantitative Finance. 3, 4, p. C65

Research output: Research - peer-reviewComment/debate

Erratum: The valuation of executive stock options in an intensity-based framework (European Finance Review (2000) 4 (211-230))

Car, P. & Linetsky, V. 2003 In : European Finance Review. 7, 3, p. 601-603 3 p.

Research output: Research - peer-reviewComment/debate