Article

Alexander, Carol and Rauch, Johannes (2021) A general property for time aggregation. European Journal of Operational Research, 291 (2). pp. 536-548. ISSN 0377-2217

Rauch, Johannes, Krayzler, Mikhail, Brunner, Bernhard and Zagst, Rudi (2013) Pricing of derivatives on commodity indices. International Review of Financial Analysis, 29. pp. 143-151. ISSN 1057-5219

Thesis

Rauch, Johannes (2016) Discretisation-invariant swaps and higher-moment risk premia. Doctoral thesis (PhD), University of Sussex.