A note on utility-based futures hedging performance measure.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 1, p. 92, doi. 10.1002/fut.20510
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2012 AND VI 32 AND IP 1
Results: 5
1
2
Option happiness and liquidity: Is the dynamics of the volatility smirk affected by relative option liquidity?
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 1, p. 47, doi. 10.1002/fut.20507
- By:
- Publication type:
- Article
3
Are speculators informed?
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 1, p. 1, doi. 10.1002/fut.20509
- By:
- Publication type:
- Article
4
Causality in the VIX futures market.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 1, p. 24, doi. 10.1002/fut.20506
- By:
- Publication type:
- Article
5
On approximating deep in-the-money Asian options under exponential Lévy processes.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 1, p. 75, doi. 10.1002/fut.20505
- By:
- Publication type:
- Article