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Wertpapierhandel
Volatility
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Option pricing theory
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Forde, Martin
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Birkbeck working papers in economics and finance : BWPEF
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ECONIS (ZBW)
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Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
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Variance dispersion and correlation swaps
Jacquier, Antoine
(
contributor
);
Slaoui, Saad
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003503852
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