Javier Mencía
3 published titles
Parametric properties of semi-nonparametric distributions, with applications to option valuation
(Contributor)
1 edition
- Financial Markets Group, London School of Economics
- 2007
- Details
Valuation of VIX derivatives
1 edition
- Centre for Economics Policy Research
- 2010
- Details
Volatility-related exchange traded assets : an econometric investigation
1 edition
- Centre for Economic Policy Research
- Details
