Affiliation:
1. NYU Tandon School of Engineering, 12 MetroTech Brooklyn, NY 11201, USA. E-mail: pc73@nyu.edu
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Finance,Statistics and Probability
Reference2 articles.
1. Volatility derivatives;Carr;Annual Review of Financial Economics,2009
2. Optimal positioning in derivative securities;Carr;Quantitative Finance,2001
Cited by
13 articles.
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