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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Carr, Peter"
~person:"Oosterlee, Cornelis W."
~subject:"Volatilität"
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Carr, Peter
Oosterlee, Cornelis W.
Bali, Turan G.
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Hu, Guanglian
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
5
Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of derivatives : JOD
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Discussion paper series
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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The journal of computational finance
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Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
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