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~isPartOf:"Journal of banking & finance"
~person:"Alexander, Carol"
~subject:"Hedging"
~subject:"Stochastic process"
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Alexander, Carol
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Journal of banking & finance
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
European journal of operational research : EJOR
1
ICMA Centre Discussion Papers in Finance
1
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
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Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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2
Model-free hedge ratios and scale-invariant models
Alexander, Carol
;
Nogueira, Leonardo M.
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
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