Seasonal effects in S&P 100 index option returns.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 5, p. 453, doi. 10.1002/fut.3990130503
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1993 AND VI 13 AND IP 5
Results: 8
1
2
A modified lattice approach to option pricing.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 5, p. 563, doi. 10.1002/fut.3990130509
- By:
- Publication type:
- Article
3
Boundary conditions for index options: Evidence from the Finnish market.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 5, p. 545, doi. 10.1002/fut.3990130508
- By:
- Publication type:
- Article
4
Reducing the bias in empirical studies due to limit moves.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 5, p. 527, doi. 10.1002/fut.3990130507
- By:
- Publication type:
- Article
5
Managing non-parallel shift risk of yield curve with interest rate futures.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 5, p. 515, doi. 10.1002/fut.3990130506
- By:
- Publication type:
- Article
6
Feeder cattle cash settlement: Hedging risk reduction or illusion?
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 5, p. 497, doi. 10.1002/fut.3990130505
- By:
- Publication type:
- Article
7
How price discovery by futures impacts the cash market.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 5, p. 469, doi. 10.1002/fut.3990130504
- By:
- Publication type:
- Article
8
Optimal hedging when preferences are state dependent.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 5, p. 441, doi. 10.1002/fut.3990130502
- By:
- Publication type:
- Article