Pricing multiasset time‐varying double‐barrier options with time‐dependent parameters.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 3, p. 404, doi. 10.1002/fut.22392
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2023 AND VI 43 AND IP 3
Results: 6
1
2
Option features and price discovery in convertible bonds.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 3, p. 384, doi. 10.1002/fut.22391
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- Publication type:
- Article
3
Who has an edge in trading index derivatives?
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 3, p. 325, doi. 10.1002/fut.22389
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- Publication type:
- Article
4
Predictive power of the implied volatility term structure in the fixed‐income market.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 3, p. 349, doi. 10.1002/fut.22386
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- Publication type:
- Article
5
Price discovery in China's crude oil futures markets: An emerging Asian benchmark?
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 3, p. 297, doi. 10.1002/fut.22384
- By:
- Publication type:
- Article
6
Journal of Futures Markets: Volume 43, Number 3, March 2023.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 3, p. 295, doi. 10.1002/fut.22348
- Publication type:
- Article