Works matching IS 02707314 AND DT 2001 AND VI 21 AND IP 12
Results: 5
A NOTE OF FINDING THE OPTIMAL ALLOCATION BETWEEN A RISKY STOCK AND A RISKY BOND.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 12, p. 1181, doi. 10.1002/fut.2204
- By:
- Publication type:
- Article
OPTIMAL NO-ARBITRAGE BOUNDS ON S&P 500 INDEX OPTIONS AND THE VOLATILITY SMILE.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 12, p. 1151, doi. 10.1002/fut.2203
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- Publication type:
- Article
VOLUME AND VOLATILITY SURROUNDING QUARTERLY REDESIGNATION OF THE LEAD S&P 500 FUTURES CONTRACT.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 12, p. 1119, doi. 10.1002/fut.2202
- By:
- Publication type:
- Article
THE VALUATION OF OPTIONS WITH RESTRICTIONS ON PREFERENCES AND DISTRIBUTIONS.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 12, p. 1091
- By:
- Publication type:
- Article
CONFERENCE ANNOUNCEMENT.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 12, p. 1090
- Publication type:
- Article