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Annals of Finance
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publication venue for
Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging
. 17:529-558.
2021
Infinitesimal generators for two-dimensional Levy process-driven hypothesis testing
. 16:121-139.
2020
Business-cycle pattern of asset returns: a general equilibrium explanation
. 15:539-561.
2019
Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index
. 13:401-434.
2017
Identifiers
International Standard Serial Number (ISSN)
1614-2446
Electronic International Standard Serial Number (EISSN)
1614-2454