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~person:"Carr, Peter"
~person:"Itkin, Andrey"
~person:"Løchte Jørgensen, Peter"
~subject:"Swap"
~type_genre:"Article in journal"
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Carr, Peter
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Review of derivatives research
1
The review of financial studies
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ECONIS (ZBW)
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Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
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2
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
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