The following pages link to Carol Alexander (Q434969):
Displaying 18 items.
- Generalized beta-generated distributions (Q434970) (← links)
- Random orthogonal matrix simulation (Q627948) (← links)
- Further properties of random orthogonal matrix simulation (Q1942732) (← links)
- A parsimonious parametric model for generating margin requirements for futures (Q1991253) (← links)
- A general property for time aggregation (Q2030709) (← links)
- Targeting Kollo skewness with random orthogonal matrix simulation (Q2078004) (← links)
- Hedging with automatic liquidation and leverage selection on bitcoin futures (Q2106762) (← links)
- Model risk in real option valuation (Q2241105) (← links)
- Closed Form Approximations for Spread Options (Q2889600) (← links)
- The Kalai-Smorodinsky Bargaining Solution in Wage Negotiations (Q4021654) (← links)
- Arithmetic variance swaps (Q4555097) (← links)
- Bivariate normal mixture spread option valuation (Q4610274) (← links)
- ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING (Q4919615) (← links)
- Model-free price hedge ratios for homogeneous claims on tradable assets (Q5433092) (← links)
- PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY (Q5483447) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)
- The Role of Binance in Bitcoin Volatility Transmission (Q5879346) (← links)
- Crypto quanto and inverse options (Q6187362) (← links)
