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3 research outputs found

On the Liquidity of CAC 40 Index Options Market

Author: A Fran�ois-Heude
A Gregoriou
A Kamara
A Kamara
Alain François Heude
D Easley
E Haug
F Black
F Riva
G Capelle-Blancard
G Marcellino
H A Windcli�
H Johnson
J C Cox
J H Guo
J Y Chen
L Deville
L Deville
L Kermiche
L Kermiche
M J Brennan
M Rubinstein
N Garleanu
N P Bollen
Ouidad Yousfi
P Handa
R A Haugen
R Cont
R Frey
R J Rendleman
R Roll
R Stultz
S F Gray
S L Lia
S Mittnik
V R Eleswarapu
V T Datar
W Liu
W Margrabe
W Y Cheng
Y Amihud
Y Amihud
Y Amihud
Y Cho
Publication venue: 'Elsevier BV'
Publication date: 01/01/2013
Field of study

Modeling Partial Greeks of Variable Annuities with Dependence

Author: A C Ng
A Kolkiewicz
A Melnikov
A Melnikov
C Genest
C Genest
C Marshall
E W Frees
E W Frees
G Gan
G Gan
G Gan
G Gan
G Gan
G Gan
G Gan
G Gan
G Gan
Guojun Gan
H Windcli?
J L Loeppky
J Li
L Delong
L I Lin
L W Friedman
M C Ledlie
M Hardy
M Hardy
P Forsyth
P Klusik
Q Gao
R B Nelsen
S A Hejazi
T Coleman
T Dardis
T Kleinow
T Moller
T Moller
T Nteukam
U Cherubini
Y Wang
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

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