Works matching IS 02707314 AND DT 1993 AND VI 13 AND IP 5
Results: 8
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
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- Publication type:
- Article
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
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- Article
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
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- Article
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
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- Article
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
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- Article
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
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- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article