Option Pricing Using the Martingale Approach with Polynomial Interpolation.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 5, p. 469, doi. 10.1002/fut.21557
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2013 AND VI 33 AND IP 5
Results: 4
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2
Who Makes Markets? Liquidity Providers Versus Algorithmic Traders.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 5, p. 397, doi. 10.1002/fut.21555
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- Publication type:
- Article
3
A Term Structure Model for VIX Futures.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 5, p. 421, doi. 10.1002/fut.21550
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- Publication type:
- Article
4
The Intraday and Overnight Behavior of SPY Options and Adjusted Delta Hedging.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 5, p. 443, doi. 10.1002/fut.21558
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- Publication type:
- Article