Andreas Kaeck

University of Sussex

3本站收录论文

116这些论文的被引

3本站 h 指数

5合作者

作者编号 A5008788447 · ORCID 0000-0002-8442-2889。统计只算本站收录的论文。

发表的论文3 篇，按出版时间

1
VIX derivatives, hedging and vol-of-vol riskEuropean Journal of Operational Research20199
2
A parsimonious parametric model for generating margin requirements for futuresEuropean Journal of Operational Research201814
3
Option Pricing of Earnings Announcement RisksReview of Financial Studies201893

按月发文

逐年被引

合作者

Norman Seeger2 篇 Michael Slater Johannes1 篇 Andrew Dubinsky1 篇 Carol Alexander1 篇 Anannit Sumawong1 篇

研究主题和期刊

European Journal of Operational Research2 Review of Financial Studies1