Carol Alexander

Identifiers

• name variant Carol Alexander 0.60 · backfill

Papers (7)

1. Model Risk in Real Option Valuation q-fin.GN · 2018 · author #1
2. Analytic Moments for GARCH Processes q-fin.ST · 2018 · author #1
3. On the Continuous Limit of Weak GARCH stat.ME · 2018 · author #1
4. The Aggregation Property and its Applications to Realised Higher Moments q-fin.PR · 2017 · author #1
5. Tail Risk Premia for Long-Term Equity Investors q-fin.PR · 2016 · author #2
6. Model-Free Discretisation-Invariant Swap Contracts q-fin.MF · 2016 · author #1
7. Model-Free Discretisation-Invariant Swaps and S&P 500 Higher-Moment Risk Premia q-fin.PR · 2014 · author #1

Mentions

• 1404.1351 #1 · backfill · confidence 0.70 Carol Alexander

Frequent Coauthors

• Johannes Rauch 4 shared papers
• Emese Lazar 2 shared papers
• Silvia Stanescu 1 shared papers
• Xi Chen 1 shared papers