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Barger, Weston; Lorig, Matthew - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10012012935

Leicht, Jonathan Josef; Rathgeber, Andreas W. - In: Journal of derivatives & hedge funds 20 (2014) 4, pp. 257-278

Persistent link: https://www.econbiz.de/10010462895

Polimenis, Vassilis; Papantonis, Ioannis - In: Journal of risk finance : the convergence of financial … 15 (2014) 2, pp. 131-148

Persistent link: https://www.econbiz.de/10010337468

Bank, Peter; Baum, Dietmar - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10001917650

Chauveau, Thierry; Subbotin, Alexander - In: Journal of economic dynamics & control 37 (2013) 5, pp. 1040-1065

Persistent link: https://www.econbiz.de/10009738270

Lin, Yuehao; Lehnert, Thorsten - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 269-276

Persistent link: https://www.econbiz.de/10012285399

Ruan, Xinfeng; Zhang, Jin E. - In: Mathematics and financial economics 14 (2020) 4, pp. 605-634

Persistent link: https://www.econbiz.de/10012321851

Kalife, Aymeric; Mouti, Saad - In: Market microstructure and liquidity 2 (2016) 3/4, pp. 1-40

Persistent link: https://www.econbiz.de/10011715825

Luján Fernández, Ignacio - In: The journal of computational finance 26 (2022) 2, pp. 83-99

Persistent link: https://www.econbiz.de/10013549659

Hawkes, Alan G. - In: The European journal of finance 28 (2022) 7, pp. 627-641

Persistent link: https://www.econbiz.de/10013373304