Beyond variance swaps: Trading auto-correlation

Peter Carr

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

ASJC Scopus subject areas

TY - JOUR

T1 - Beyond variance swaps

T2 - Trading auto-correlation

AU - Carr, Peter

PY - 2003/8

Y1 - 2003/8

UR - http://www.scopus.com/inward/record.url?scp=85023850918&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85023850918&partnerID=8YFLogxK

M3 - Comment/debate

AN - SCOPUS:85023850918

SN - 1469-7688

VL - 3

SP - C65

JO - Quantitative Finance

JF - Quantitative Finance

IS - 4

ER -