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Details about Alexander Carey

Postal address:6 rue de l'Abbé Groult, Paris

Access statistics for papers by Alexander Carey.

Last updated 2010-03-19. Update your information in the RePEc Author Service.

Short-id: pca405


Working Papers

2010

  1. Higher-order volatility: time series
    MPRA Paper, University Library of Munich, Germany Downloads

2008

  1. Natural volatility and option pricing
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. Higher-order volatility: dynamics and sensitivities
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Path-conditional forward volatility
    MPRA Paper, University Library of Munich, Germany Downloads

2005

  1. Higher-order volatility
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
 
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