Works matching IS 02707314 AND DT 2000 AND VI 20 AND IP 2
Results: 5
THE RISK MANAGEMENT EFFECTIVENESS OF MULTIVARIATE HEDGING MODELS IN THE U.S. SOY COMPLEX.
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- Journal of Futures Markets, 2000, v. 20, n. 2, p. 189, doi. 10.1002/(SICI)1096-9934(200002)20:2<189::AID-FUT5>3.0.CO;2-V
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EARLY EXERCISE OF AMERICAN PUT OPTIONS: INVESTOR RATIONALITY ON THE SWEDISH EQUITY OPTIONS MARKET.
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- Journal of Futures Markets, 2000, v. 20, n. 2, p. 167
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- Article
PRICING DYNAMICS OF INDEX OPTIONS AND INDEX FUTURES IN HONG KONG BEFORE AND DURING THE ASIAN FINANCIAL CRISIS.
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- Journal of Futures Markets, 2000, v. 20, n. 2, p. 145, doi. 10.1002/(SICI)1096-9934(200002)20:2<145::AID-FUT3>3.0.CO;2-G
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TIME SERIES VOLATILITY OF COMMODITY FUTURES PRICES.
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- Journal of Futures Markets, 2000, v. 20, n. 2, p. 127, doi. 10.1002/(SICI)1096-9934(200002)20:2<127::AID-FUT2>3.0.CO;2-F
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- Article
MARKET VOLATILITY AND THE DEMAND FOR HEDGING IN STOCK INDEX FUTURES.
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- Journal of Futures Markets, 2000, v. 20, n. 2, p. 105, doi. 10.1002/(SICI)1096-9934(200002)20:2<105::AID-FUT1>3.0.CO;2-Q
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- Article