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Group by: Official Date | Item Type | Funder | No Grouping
Jump to: 2021 | 2017 | 2012 | 2011 | 2009
Number of items: 8.

2021

Della Corte, Pasquale, Kozhan, Roman and Neuberger, Anthony (2021) The cross-section of currency volatility premia. Journal of Financial Economics, 139 (3). pp. 950-970. doi:10.1016/j.jfineco.2020.08.010

2017

Hobson, David G. and Neuberger, Anthony (2017) Model uncertainty and the pricing of American options. Finance and Stochastics, 21 (1). pp. 285-329. doi:10.1007/s00780-016-0314-2

2012

Neuberger, Anthony (2012) Realized skewness. Review of Financial Studies, Vol.25 (No.11). pp. 3423-3455. doi:10.1093/rfs/hhs101

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

2011

Kozhan, Roman, Neuberger, Anthony and Schneider, Paul (2011) Understanding the skew in option prices. Working Paper. United States: American Finance Association. AFA 2011 Denver Meetings Paper .

Britten-Jones, Mark, Neuberger, Anthony and Nolte, Ingmar (2011) Improved inference and estimation in regression with overlapping observations. Journal of Business Finance & Accounting, Vol.38 (No.5-6). pp. 657-683. doi:10.1111/j.1468-5957.2011.02244.x

2009

Neuberger, Anthony (2009) Bounds and robust hedging of the American option. Working Paper. Coventry: Warwick Business School.

McCarthy, D. and Neuberger, Anthony (2009) The economic basis for the regulation of pensions. United Kingdom: Department for Work and Pensions (DWP) . (DWP Research reports).

This list was generated on Sun Jan 29 08:26:13 2023 GMT.
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