Multifactor implied volatility functions for HJM models.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 8, p. 809, doi. 10.1002/fut.20215
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2006 AND VI 26 AND IP 8
Results: 5
1
2
Liquidity risk and the hedging role of options.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 8, p. 789, doi. 10.1002/fut.20217
- By:
- Publication type:
- Article
3
Option pricing for the transformed-binomial class.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 8, p. 759
- By:
- Publication type:
- Article
4
Improving lattice schemes through bias reduction.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 8, p. 733, doi. 10.1002/fut.20221
- By:
- Publication type:
- Article
5
Estimation bias of futures hedging performance: A note.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 8, p. 835, doi. 10.1002/fut.20222
- By:
- Publication type:
- Article