Valuing real options using implied binomial trees and commodity futures options.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 3, p. 203, doi. 10.1002/fut.20243
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2007 AND VI 27 AND IP 3
Results: 4
1
2
Pricing American exchange options in a jump-diffusion model.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 3, p. 257, doi. 10.1002/fut.20247
- By:
- Publication type:
- Article
3
Multifactor and analytical valuation of treasury bond futures with an embedded quality option.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 3, p. 275, doi. 10.1002/fut.20250
- By:
- Publication type:
- Article
4
An examination of momentum strategies in commodity futures markets.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 3, p. 227, doi. 10.1002/fut.20252
- By:
- Publication type:
- Article