BIROn - Birkbeck Institutional Research Online

    Browse by Person

    Up a level
    Export as [feed] Atom [feed] RSS
    Number of items: 8.

    2000

    Carr, P. and Findlay, J. and Hamil, Sean and Hill, J. and Morrow, S. (2000) The Celtic Trust. Soccer & Society 1 (3), pp. 70-87. ISSN 1466-0970.

    November 2000

    Carr, P. and Findlay, J. and Hamil, Sean and Hill, J. and Morrow, S. (2000) The Celtic Trust. In: Hamil, Sean and Michie, J. and Oughton, C. and Warby, S. (eds.) The Changing Face of the Football Business: Supporters Direct. Sport in the Global Society. Frank Cass. ISBN 9780714651361.

    2001

    Carr, P. and Geman, Hélyette and Madan, D. (2001) Pricing and hedging in incomplete markets. Journal of Financial Economics 62 (1), pp. 131-167. ISSN 0304-405X.

    April 2002

    Carr, P. and Geman, Hélyette and Madan, D.B. and Yor, M. (2002) The fine structure of asset returns: an empirical investigation. Journal of Business 75 (2), pp. 305-332. ISSN 0021-9398.

    2003

    Geman, Hélyette and Carr, P. and Madan, D.B. and Yor, M. (2003) Stochastic volatility for lévy processes. Mathematical Finance 13 (3), pp. 345-382. ISSN 0960-1627.

    2004

    Geman, Hélyette and Carr, P. and Madan, D.P. and Yor, M. (2004) From local volatility to local lévy models. Quantitative Finance 4 (5), pp. 581-588. ISSN 1469-7688.

    2007

    Carr, P. and Geman, Hélyette and Madan, D.B. and Yor, M. (2007) Self-decomposition and option pricing. Mathematical Finance 17 (1), pp. 31-57. ISSN 0960-1627.

    April 2010

    Carr, P. and Geman, Hélyette and Madan, D.B. and Yor, M. (2010) Options on realized variance and convex orders. Quantitative Finance 11 (11), pp. 1685-1694. ISSN 1469-7688.

    This list was generated on Mon Dec 23 05:44:25 2024 GMT.