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~person:"Alexander, Carol"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
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Option pricing theory
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Alexander, Carol
Melʹnikov, Aleksandr V.
11
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9
Arai, Takuji
8
Madan, Dilip B.
7
Elliott, Robert J.
6
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The journal of futures markets
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Quantitative finance
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1
Crypto quanto and inverse
options
Alexander, Carol
;
Chen, Ding
;
Imeraj, Arben
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10014370619
Saved in:
2
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
3
Does model fit matter for
hedging
? : evidence from FTSE 100
options
Alexander, Carol
;
Kaeck, Andreas
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 609-638
Persistent link: https://www.econbiz.de/10010218790
Saved in:
4
Delta
hedging
bitcoin
options
with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
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