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Items where Department is "Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre"
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Journal Article
Hobson, David (David G.) and Neuberger, Anthony (2012) Robust bounds for forward start options. Mathematical Finance, Vol.22 (No.1). pp. 31-56. doi:10.1111/j.1467-9965.2010.00473.x ISSN 0960-1627.
Kozhan, Roman and Salmon, Mark H. (2012) The information content of a limit order book : the case of an FX market. Journal of Financial Markets , Vol.15 (No.1). pp. 1-28. doi:10.1016/j.finmar.2011.07.002 ISSN 1386-4181.