Details about Sergey Nasekin
Access statistics for papers by Sergey Nasekin.
Last updated 2016-10-08. Update your information in the RePEc Author Service.
Short-id: pna459
Working Papers
2016
- Leveraged ETF options implied volatility paradox: a statistical study
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (1)
2014
- TEDAS - Tail Event Driven ASset Allocation
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (5)