Some easy-to-implement methods of calculating American futures options prices.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 3, p. 303, doi. 10.1002/fut.3990150304
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1995 AND VI 15 AND IP 3
Results: 4
1
2
A two-factor, preference-free model for interest rate sensitive claims.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 3, p. 345, doi. 10.1002/fut.3990150305
- By:
- Publication type:
- Article
3
Predicting stock market volatility: A new measure.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 3, p. 265, doi. 10.1002/fut.3990150303
- By:
- Publication type:
- Article
4
The collapse of Metallgesellschaft: Unhedgeable risks, poor hedging strategy, or just bad luck?
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 3, p. 211, doi. 10.1002/fut.3990150302
- By:
- Publication type:
- Article