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Carr, Peter; Wu, Liuren - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 3-46

Persistent link: https://www.econbiz.de/10010233614

Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10010508100

Tsai, Wei-che - In: Finance research letters 11 (2014) 3, pp. 194-202

Persistent link: https://www.econbiz.de/10010441889

Deelstra, Griselda; Grzelak, Lech A.; Wolf, Felix Lukas - In: International journal of theoretical and applied … 25 (2022) 6, pp. 1-35

Persistent link: https://www.econbiz.de/10014235062

Escobar, Marcos; Panz, Sven; Zagst, Rudi - In: The journal of computational finance 24 (2020) 2, pp. 77-101

Persistent link: https://www.econbiz.de/10012543622

Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157

Persistent link: https://www.econbiz.de/10011545164

Wei, Pengyu; Yang, Charles; Zhuang, Yi - In: European journal of operational research : EJOR 304 (2023) 2, pp. 832-850

Persistent link: https://www.econbiz.de/10013534570

Escobar, Marcos; Hieber, Peter; Scherer, Matthias - In: Review of derivatives research 17 (2014) 2, pp. 191-216

Persistent link: https://www.econbiz.de/10010529630

Deng, Geng; Dulaney, Tim; McCann, Craig; Yan, Mike - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 278-294

Persistent link: https://www.econbiz.de/10010259400

Kim, Sol; Lee, Changjun - In: Asia-Pacific journal of financial studies 43 (2014) 6, pp. 873-894

Persistent link: https://www.econbiz.de/10010476863