Author/Creator: Pollastri, Alessandro - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Pollastri, Alessandro

1. A closed-form formula characterization of the Epps effect. Issue 2 (1st February 2020)

Authors:: Buccheri, Giuseppe; Livieri, Giulia; Pirino, Davide; Pollastri, Alessandro
Journal:: Quantitative finance
Issue:: Volume 20:Issue 2(2020)
Page Start:: 243
Record Type:: Journal Article
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