Implied remaining variance in derivative pricing

Peter Carr, Jian Sun

Research output: Contribution to journal › Article › peer-review

ASJC Scopus subject areas

@article{b6c9c5b096fd4faf95671f739059a2f6,

title = "Implied remaining variance in derivative pricing",

author = "Peter Carr and Jian Sun",

year = "2014",

doi = "10.3905/jfi.2014.23.4.019",

language = "English (US)",

volume = "23",

pages = "19--32",

journal = "Journal of Fixed Income",

issn = "1059-8596",

publisher = "Portfolio Management Research",

number = "4",

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AU - Sun, Jian

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JO - Journal of Fixed Income

JF - Journal of Fixed Income

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