Works matching IS 02707314 AND DT 2006 AND VI 26 AND IP 5
Results: 4
Static hedging and model risk for barrier options.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 5, p. 449, doi. 10.1002/fut.20199
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- Publication type:
- Article
The impact of skewness in the hedging decision.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 5, p. 503, doi. 10.1002/fut.20201
- By:
- Publication type:
- Article
Long-term information, short-lived securities.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 5, p. 465, doi. 10.1002/fut.20204
- By:
- Publication type:
- Article
A non-lattice pricing model of American options under stochastic volatility.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 5, p. 417, doi. 10.1002/fut.20207
- By:
- Publication type:
- Article