BIROn - Birkbeck Institutional Research Online

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    Number of items: 2.

    January 2007

    Jacquier, Antoine (2007) Asymptotic skew under stochastic volatility. Working Paper. Birkbeck, University of London, London, UK.

    July 2007

    Jacquier, Antoine and Slaoui, S. (2007) Variance dispersion and correlation swaps. Working Paper. Birkbeck, University of London, London, UK.

    This list was generated on Tue Nov 26 07:04:29 2024 GMT.