Finance and Risk Engineering

Research output

Research output per year 1971 2000 2003 2005 2007 2008 2009 2010 2011 2012 2013 2014 2016 2017 2018 2023

• 404 Article
• 24 Conference contribution
• 17 Chapter (peer-reviewed)
• 15 Book
• 44 More
  • 14 Chapter
  • 8 Editorial
  • 7 Special issue
  • 6 Review article
  • 3 Book/Film/Article review
  • 2 Other report
  • 2 Comment/debate
  • 1 Paper
  • 1 Conference article

Research output per year

Research output per year

Search results

• 2003

  Beyond variance swaps: Trading auto-correlation

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

  Research output: Contribution to journal › Comment/debate › peer-review

• 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: Contribution to journal › Comment/debate › peer-review