FORWARDS OR OPTIONS: A CORRECTION.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 8, p. 975, doi. 10.1002/(SICI)1096-9934(199712)17:8<975::AID-FUT7>3.0.CO;2-I
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- Publication type:
- Article
Works matching IS 02707314 AND DT 1997 AND VI 17 AND IP 8
Results: 7
1
2
INDEX FUTURES AND OPTIONS AND STOCK MARKET VOLATILITY.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 8, p. 957, doi. 10.1002/(SICI)1096-9934(199712)17:8<957::AID-FUT6>3.0.CO;2-K
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- Publication type:
- Article
3
PREDICTING SPOT EXCHANGE RATES IN A NONLINEAR ESTIMATION FRAMEWORK USING FUTURES PRICES.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 8, p. 935, doi. 10.1002/(SICI)1096-9934(199712)17:8<935::AID-FUT5>3.0.CO;2-M
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- Publication type:
- Article
4
MULTIPLE-YEAR PRICING STRATEGIES FOR CORN AND SOYBEANS.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 8, p. 909, doi. 10.1002/(SICI)1096-9934(199712)17:8<909::AID-FUT4>3.0.CO;2-P
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- Publication type:
- Article
5
THE IMPACT OF MARKET-SPECIFIC PUBLIC INFORMATION ON RETURN VARIANCE IN AN ILLIQUID MARKET.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 8, p. 887, doi. 10.1002/(SICI)1096-9934(199712)17:8<887::AID-FUT3>3.0.CO;2-H
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- Publication type:
- Article
6
IMPLIED VOLATILITY ASYMMETRIES IN TREASURY BOND FUTURES OPTIONS.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 8, p. 873, doi. 10.1002/(SICI)1096-9934(199712)17:8<873::AID-FUT2>3.0.CO;2-I
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- Publication type:
- Article
7
CASH SETTLEMENT WHEN THE UNDERLYING SECURITIES ARE THINLY TRADED: A CASE STUDY.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 8, p. 855, doi. 10.1002/(SICI)1096-9934(199712)17:8<855::AID-FUT1>3.0.CO;2-K
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- Publication type:
- Article