Number of items: 2.

Daures-Lescouret, Laurence and Moinas, Sophie (2023) Fragmentation and strategic market-making. Journal of Financial and Quantitative Analysis, vol. 58 (n° 4). pp. 1675-1700.

Christoffersen, Peter, Fenou, Bruno, Jacobs, Kris and Meddahi, Nour (2014) The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation. Journal of Financial and Quantitative Analysis, 49 (3). pp. 663-697.

This list was generated on Sat Apr 20 08:23:47 2024 CEST.