A note on the crash and participation in stock index futures.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 1, p. 117, doi. 10.1002/fut.3990140110
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1994 AND VI 14 AND IP 1
Results: 8
1
2
Upper bounds for American futures options: A note.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 1, p. 111, doi. 10.1002/fut.3990140109
- By:
- Publication type:
- Article
3
Dependence in commodity prices: A comment.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 1, p. 103, doi. 10.1002/fut.3990140108
- By:
- Publication type:
- Article
4
A reexamination of put-call parity on index futures.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 1, p. 79, doi. 10.1002/fut.3990140107
- By:
- Publication type:
- Article
5
The effect of market opening and closing on the volatility of Eurodollar futures prices.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 1, p. 51, doi. 10.1002/fut.3990140106
- By:
- Publication type:
- Article
6
Forecasting interest rates with Eurodollar futures rates.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 1, p. 37, doi. 10.1002/fut.3990140105
- By:
- Publication type:
- Article
7
Prediction of future currency exchange rates from current currency futures prices: The case of GM and JY.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 1, p. 25, doi. 10.1002/fut.3990140104
- By:
- Publication type:
- Article
8
Analytic approximation of the optimal exercise boundaries for American futures options.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 1, p. 1, doi. 10.1002/fut.3990140103
- By:
- Publication type:
- Article