STOCHASTIC VOLATILITY FUNCTIONS IMPLICIT IN EURODOLLAR FUTURES OPTIONS.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 6, p. 605, doi. 10.1002/(SICI)1096-9934(199809)18:6<605::AID-FUT1>3.0.CO;2-2
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- Publication type:
- Article
Works matching IS 02707314 AND DT 1998 AND VI 18 AND IP 6
Results: 5
1
2
STOCHASTIC DOMINANCE ARGUMENTS AND THE BOUNDING OF THE GENERALIZED CONCAVE OPTION PRICE.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 6, p. 629, doi. 10.1002/(SICI)1096-9934(199809)18:6<629::AID-FUT2>3.0.CO;2-M
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- Article
3
DESIGN, PRICING, AND RETURNS OF SHORT-TERM HOG MARKETING WINDOW CONTRACTS.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 6, p. 723, doi. 10.1002/(SICI)1096-9934(199809)18:6<723::AID-FUT5>3.0.CO;2-S
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- Article
4
HEDGING TIME-VARYING DOWNSIDE RISK.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 6, p. 705, doi. 10.1002/(SICI)1096-9934(199809)18:6<705::AID-FUT4>3.0.CO;2-R
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- Publication type:
- Article
5
ASSESSING INEFFICIENCY IN THE FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 6, p. 671, doi. 10.1002/(SICI)1096-9934(199809)18:6<671::AID-FUT3>3.0.CO;2-1
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- Publication type:
- Article