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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Carr, Peter"
~person:"Ghysels, Eric"
~person:"Nielsen, Morten Ørregaard"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of econometrics
10
CIRANO Working Papers
9
Queen's Economics Department working paper
9
Queen's Economics Department Working Paper
8
Finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NYU Tandon Research Paper
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A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
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Risk, return, and ross recovery
Carr, Peter
;
Yu, Jiming
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 38-59
Persistent link: https://www.econbiz.de/10009671710
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