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~person:"Alexander, Carol"
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Option pricing theory
26
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26
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11
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Alexander, Carol
Kleijnen, Jack P. C.
140
Madan, Dilip B.
90
Joshi, Mark S.
88
Chiarella, Carl
81
Sutherland, Holly
79
Cui, Zhenyu
78
Härdle, Wolfgang
75
Creedy, John
73
Fabozzi, Frank J.
73
Koopman, Siem Jan
67
Stentoft, Lars
67
Takahashi, Akihiko
64
Peichl, Andreas
63
Carr, Peter
62
Platen, Eckhard
60
McAleer, Michael
58
Schoutens, Wim
57
Dijk, Herman K. van
56
Scaillet, Olivier
55
Pesaran, M. Hashem
53
Wystup, Uwe
51
Elliott, Robert J.
49
Jacobs, Kris
46
Merz, Joachim
45
Belomestny, Denis
44
Hull, John
44
Benth, Fred Espen
43
Glasserman, Paul
43
Immervoll, Herwig
43
Kapetanios, George
43
O'Donoghue, Cathal
42
Nelson, Barry L.
40
Kleijnen, Jack P.C.
39
Schoenmakers, John
39
Tsionas, Efthymios G.
39
Reed, W. Robert
38
Schlögl, Erik
38
Kwok, Yue-Kuen
37
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37
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Henley Business School, University of Reading
4
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6
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5
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2
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2
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2
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2
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2
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1
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1
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ECONIS (ZBW)
36
RePEc
5
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1
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10
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41
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1
Value at risk models
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003758439
Saved in:
2
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
3
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
4
Commodity options
Alexander, Carol
;
Venkatramanan, Aanand
- In:
The handbook of commodity investing
,
(pp. 570-595)
.
2008
Persistent link: https://www.econbiz.de/10003795214
Saved in:
5
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
6
Quantitative methods in finance
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003690818
Saved in:
7
Practical financial econometrics
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003710762
Saved in:
8
Stochastic volatility jump-diffusions for equity index dynamics
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375864
Saved in:
9
Does model fit matter for hedging? : evidence from FTSE 100 options
Alexander, Carol
;
Kaeck, Andreas
-
2010
Persistent link: https://www.econbiz.de/10009375867
Saved in:
10
Risk-adjusted valuation of the real option to invest
Alexander, Carol
;
Chen, Xi
;
Ward, Charles W. R.
-
2014
Persistent link: https://www.econbiz.de/10010528435
Saved in:
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