Number of items: 8.
2020
Della Corte, Pasquale, Kozhan, Roman and Neuberger, Anthony
(2020)
The cross-section of currency volatility premia.
Journal of Financial Economics
.
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 Mon Jun 1 07:45:58 2020 BST.
