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