A tale of two indices

Journal of Derivatives

Volumn 13, Issue 3, 2006, Pages 13-29

  Carr, Peter ^a,b   Wu, Liuren ^c  

^a Quantitative Finance Research Group   (United States)

^b NEW YORK UNIVERSITY   (United States)

^c CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33750514312     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2006.616865     Document Type: Article

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