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
- Higher-order volatility: time series
MPRA Paper, University Library of Munich, Germany
2008
- Natural volatility and option pricing
MPRA Paper, University Library of Munich, Germany
2006
- Higher-order volatility: dynamics and sensitivities
MPRA Paper, University Library of Munich, Germany
View citations (1)
- Path-conditional forward volatility
MPRA Paper, University Library of Munich, Germany
2005
- Higher-order volatility
MPRA Paper, University Library of Munich, Germany
View citations (3)