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Hobson, David (David G.) and Neuberger, Anthony. (2012) Robust bounds for forward start options. Mathematical Finance, Vol.22 (No.1). pp. 31-56. 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. 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. 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 Unpublished.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 .