Carol Alexander

According to our database, Carol Alexander authored at least 8 papers between 2012 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Evaluating the discrimination ability of proper multi-variate scoring rules.

Carol Alexander, M. Coulon, Y. Han, X. Meng

Ann. Oper. Res., March, 2024

2023

Hedging with automatic liquidation and leverage selection on bitcoin futures.

Carol Alexander, Jun Deng, Bin Zou

Eur. J. Oper. Res., 2023

2022

Targeting Kollo skewness with random orthogonal matrix simulation.

Carol Alexander, Xiaochun Meng, Wei Wei

Eur. J. Oper. Res., 2022

2021

A general property for time aggregation.

Carol Alexander, Johannes Rauch

Eur. J. Oper. Res., 2021

Model risk in real option valuation.

Carol Alexander, Xi Chen

Ann. Oper. Res., 2021

2019

A parsimonious parametric model for generating margin requirements for futures.

Carol Alexander, Andreas Käck, Anannit Sumawong

Eur. J. Oper. Res., 2019

2012

Further properties of random orthogonal matrix simulation.

Daniel Ledermann, Carol Alexander

Math. Comput. Simul., 2012

Generalized beta-generated distributions.

Carol Alexander, Gauss M. Cordeiro, Edwin M. M. Ortega, José María Sarabia

Comput. Stat. Data Anal., 2012