cor-relations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang …: evidence from S&P100 index and equity options, the performance of commodity trading advi-sors: a mean-variance-ratio test … catastrophe options with counterparty risk, day of the week effect on the VIX - a parsimonious representation, equity and CDS …

correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform … from S&P100 index and equity options, the performance of commodity trading advisors: a mean-variance-ratio test approach … options with counterparty risk, day of the week effect on the VIX - a parsimonious representation, equity and CDS sector …

correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform … from S&P100 index and equity options, the performance of commodity trading advisors: a mean-variance-ratio test approach … options with counterparty risk, day of the week effect on the VIX - a parsimonious representation, equity and CDS sector …

correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform … from S&P100 index and equity options, the performance of commodity trading advisors: a mean-variance-ratio test approach … options with counterparty risk, day of the week effect on the VIX - a parsimonious representation, equity and CDS sector …

correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform … from S&P100 index and equity options, the performance of commodity trading advisors: a mean-variance-ratio test approach … options with counterparty risk, day of the week effect on the VIX – a parsimonious representation, equity and CDS sector …