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VIX dynamics with stochastic volatility of volatility
Kaeck, Andreas; Alexander, Carol - 2010
Persistent link: https://www.econbiz.de/10009375857
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Does model fit matter for hedging? : evidence from FTSE 100 options
Alexander, Carol; Kaeck, Andreas - 2010
Persistent link: https://www.econbiz.de/10009375867
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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
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Model risk in variance swap rates
Alexander, Carol; Leontsinis, Stamatis - 2011
Persistent link: https://www.econbiz.de/10009375514
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Analytic approximations to GARCH aggregated returns distributions with applications to VaR and ETL
Alexander, Carol; Lazar, Emese; Stanescu, Silvia - 2011
Persistent link: https://www.econbiz.de/10009375528
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Analytic moments for GARCH processes
Alexander, Carol; Lazar, Emese; Stanescu, Silvia - 2011
Persistent link: https://www.econbiz.de/10009375529
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ROM simulation with rotation matrices
Ledermann, Daniel; Alexander, Carol - 2011
Persistent link: https://www.econbiz.de/10009375535
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Generalized beta-generated distributions
Alexander, Carol; Cordeiro, Gauss M.; Ortega, Edwin M. M.; … - 2011
Persistent link: https://www.econbiz.de/10009375588
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The hazards of volatility diversification
Alexander, Carol; Korovilas, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009375594
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Regime-dependent smile-adjusted delta hedging
Alexander, Carol; Rubinov, Alexander; Kalepky, Markus; … - 2010
Persistent link: https://www.econbiz.de/10009375858