On the arbitrage-free pricing relationship between index futures and index options: A note.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 8, p. 957, doi. 10.1002/fut.3990140807
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1994 AND VI 14 AND IP 8
Results: 5
1
2
Multiperiod hedging in the presence of conditional heteroskedasticity.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 8, p. 927, doi. 10.1002/fut.3990140806
- By:
- Publication type:
- Article
3
Common volatility in S&P 500 stock index and S&P 500 index futures prices during October 1987.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 8, p. 915, doi. 10.1002/fut.3990140805
- By:
- Publication type:
- Article
4
Forwards or options? Nesting procedures for `fire and forget' commodity hedging.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 8, p. 891, doi. 10.1002/fut.3990140804
- By:
- Publication type:
- Article
5
Price equilibrium and transmission in a controlled economy: A case study of the metal exchange in China.
- Published in:
- 1994
- By:
- Publication type:
- Case Study