The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 9, p. 868, doi. 10.1002/fut.21566
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2013 AND VI 33 AND IP 9
Results: 4
1
2
A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 9, p. 795, doi. 10.1002/fut.21565
- By:
- Publication type:
- Article
3
Valuing Stock Options When Prices are Subject to a Lower Boundary: A Correction.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 9, p. 889, doi. 10.1002/fut.21612
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- Publication type:
- Article
4
Currency-Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 9, p. 827, doi. 10.1002/fut.21567
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- Publication type:
- Article