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Items where Author is "Alentorn, Amadeo"

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Article

Markose, Sheri M and Peng, Yue and Alentorn, Amadeo (2012) 'Forecasting Extreme Volatility of FTSE-100 With Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices.'

Monograph

Markose, Sheri M and Alentorn, Amadeo (2005) The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing. Working Paper. University of Essex Department of Economics Discussion Papers.

This list was generated on Thu Nov 23 15:10:57 2017 GMT.