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Generalized beta-generated distributions
Alexander, Carol; Sarabia Alzaga, José Maria - 2010
Persistent link: https://www.econbiz.de/10009375860
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Endogenizing model risk to quantile estimates
Alexander, Carol; Sarabia Alzaga, José Maria - 2010
Persistent link: https://www.econbiz.de/10009375863
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Stochastic volatility jump-diffusions for equity index dynamics
Kaeck, Andreas; Alexander, Carol - 2010
Persistent link: https://www.econbiz.de/10009375864
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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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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/10009724605
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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. 203-229
Persistent link: https://www.econbiz.de/10009620587
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A general approach to real option valuation with applications to real estate investments
Alexander, Carol; Chen, Xi - 2012
Persistent link: https://www.econbiz.de/10009722151
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ROM simulation : applications to stress testing and VaR
Alexander, Carol; Ledermann, Daniel - 2012
Persistent link: https://www.econbiz.de/10009722161
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Continuous-time VIX dynamics : on the role of stochastic volatility of volatility
Kaeck, Andreas; Alexander, Carol - In: International review of financial analysis 28 (2013), pp. 46-56
Persistent link: https://www.econbiz.de/10009762709