The Library
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Jump to: Journal Article | Working or Discussion Paper
Number of items: 4.
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.
Nolte, Ingmar and Voev, Valeri (2012) Least squares inference on integrated volatility and the relationship between efficient prices and noise. Journal of Business & Economic Statistics , Vol.30 (No.1). pp. 94-108. doi:10.1080/10473289.2011.637876 ISSN 0735-0015.
Working or Discussion Paper
Nolte, Ingmar, Payne, Richard and Vasios, Michalis (2012) Can investors benefit from market transparency? : an asset allocation perspective. Working Paper. Unpublished. Working Paper Series .