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Model-free hedge ratios and scale-invariant models
Alexander, Carol; Nogueira, Leonardo M. - In: Journal of banking & finance 31 (2007) 6, pp. 1839-1862
Persistent link: https://www.econbiz.de/10007727807
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The (de)merits of minimum-variance hedging: Application to the crack spread
Alexander, Carol; Prokopczuk, Marcel; Sumawong, Anannit - In: Energy economics 36 (2013), pp. 698-707
Persistent link: https://www.econbiz.de/10010083800
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Quantile Uncertainty and Value‐at‐Risk Model Risk
Alexander, Carol; Sarabia, José María - In: Risk analysis : an international journal 32 (2012) 8, pp. 1293-1309
Persistent link: https://www.econbiz.de/10010002105
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ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING
Alexander, Carol; Venkatramanan, Aanand - In: Mathematical finance : an international journal of … 22 (2012) 4, pp. 667-690
Persistent link: https://www.econbiz.de/10010012283
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The Changing Relationship Between Productivity and Wages in the UK
Alexander, Carol - In: Oxford bulletin of economics and statistics 55 (1993) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10006495512
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Developing a stress testing framework based on market risk models
Alexander, Carol; Sheedy, Elizabeth - In: Journal of banking & finance 32 (2008) 10, pp. 2220-2236
Persistent link: https://www.econbiz.de/10008099621
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Regime‐dependent smile‐adjusted delta hedging
Alexander, Carol; Rubinov, Alexander; Kalepky, Markus; … - In: The journal of futures markets 32 (2012) 3, pp. 203-230
Persistent link: https://www.econbiz.de/10009827621
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Closed Form Approximations for Spread Options
Venkatramanan, Aanand; Alexander, Carol - In: Applied mathematical finance 18 (2011) 5, pp. 447-473
Persistent link: https://www.econbiz.de/10009798783
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Developing a stress testing framework based on market risk models
Alexander, Carol; Sheedy, Elizabeth - In: Journal of banking & finance 32 (2008) 10, pp. 2220-2237
Persistent link: https://www.econbiz.de/10008897695
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Price Discovery and Microstructure in Ether Spot and Derivative Markets
Alexander, Carol - 2020
Ethereum is an important blockchain, being the first and most popular public platform for the smart contracts underpinning financial transactions, time-stamping of supply chains, decentralized applications and initial coin offerings. Ethereum's cryptocurrency, ether, is actively traded on...
Persistent link: https://www.econbiz.de/10012845114