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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~person:"Carr, Peter"
~person:"Kim, Young Shin"
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Carr, Peter
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Journal of financial and quantitative analysis : JFQA
Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Journal of banking & finance
4
Review of derivatives research
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
Applied mathematical finance
3
Computational economics
3
Journal of financial economics
3
The journal of derivatives : JOD
3
European finance review : the official journal of the European Finance Association
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Finance research letters
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Journal of risk and financial management : JRFM
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The Frank J. Fabozzi series
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of fixed income
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Working paper series in economics
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Applied financial economics
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Asia-Pacific financial markets
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Computational Management Science : CMS
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Discussion paper series
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Economics letters
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Frank J. Fabozzi Ser
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International review of financial analysis
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial engineering
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Journal of investment management : JOIM
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Mathematical methods of operations research
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NYU Tandon Research Paper
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New developments in financial modelling
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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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Quantitative finance
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Risk assessment : decisions in banking and finance
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Robert H. Smith School Research Paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The journal of business : B
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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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