Implied remaining variance in derivative pricing

Peter Carr, Jian Sun

Research output: Contribution to journalArticle

Original languageEnglish (US)
Pages (from-to)19-32
Number of pages14
JournalJournal of Fixed Income
Volume23
Issue number4
DOIs
StatePublished - 2014

Fingerprint

Derivative pricing

ASJC Scopus subject areas

  • Economics and Econometrics
  • Finance

Cite this

Implied remaining variance in derivative pricing. / Carr, Peter; Sun, Jian.

In: Journal of Fixed Income, Vol. 23, No. 4, 2014, p. 19-32.

Research output: Contribution to journalArticle

Carr, Peter ; Sun, Jian. / Implied remaining variance in derivative pricing. In: Journal of Fixed Income. 2014 ; Vol. 23, No. 4. pp. 19-32.
@article{b6c9c5b096fd4faf95671f739059a2f6,
title = "Implied remaining variance in derivative pricing",
author = "Peter Carr and Jian Sun",
year = "2014",
doi = "10.3905/jfi.2014.23.4.019",
language = "English (US)",
volume = "23",
pages = "19--32",
journal = "Journal of Fixed Income",
issn = "1059-8596",
publisher = "Institutional Investor, Inc",
number = "4",

}

TY - JOUR

T1 - Implied remaining variance in derivative pricing

AU - Carr, Peter

AU - Sun, Jian

PY - 2014

Y1 - 2014

UR - http://www.scopus.com/inward/record.url?scp=84898401448&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84898401448&partnerID=8YFLogxK

U2 - 10.3905/jfi.2014.23.4.019

DO - 10.3905/jfi.2014.23.4.019

M3 - Article

VL - 23

SP - 19

EP - 32

JO - Journal of Fixed Income

JF - Journal of Fixed Income

SN - 1059-8596

IS - 4

ER -