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Oriol Lozano-Carbassé
Publication Activity (10 Years)
Years Active: 2016-2016
Publications (10 Years): 1
Top Topics
Prediction Error
Futures Market
Investment Strategies
Maximum Variance
Top Venues
SIAM J. Financial Math.
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Publications
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Matthew Lorig
,
Oriol Lozano-Carbassé
,
Rafael Mendoza-Arriaga
Variance Swaps on Defaultable Assets and Market Implied Time-Changes.
SIAM J. Financial Math.
7 (1) (2016)