Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 5.

1 December 2005

Carey, Alexander (2005): Higher-order volatility.

28 February 2006

Carey, Alexander (2006): Path-conditional forward volatility.

24 August 2006

Carey, Alexander (2006): Higher-order volatility: dynamics and sensitivities.

12 January 2008

Carey, Alexander (2008): Natural volatility and option pricing.

12 January 2010

Carey, Alexander (2010): Higher-order volatility: time series.

This list was generated on Mon Oct 21 13:09:03 2019 CEST.
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