A NOTE OF FINDING THE OPTIMAL ALLOCATION BETWEEN A RISKY STOCK AND A RISKY BOND.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 12, p. 1181, doi. 10.1002/fut.2204
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2001 AND VI 21 AND IP 12
Results: 5
1
2
OPTIMAL NO-ARBITRAGE BOUNDS ON S&P 500 INDEX OPTIONS AND THE VOLATILITY SMILE.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 12, p. 1151, doi. 10.1002/fut.2203
- By:
- Publication type:
- Article
3
THE VALUATION OF OPTIONS WITH RESTRICTIONS ON PREFERENCES AND DISTRIBUTIONS.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 12, p. 1091
- By:
- Publication type:
- Article
4
VOLUME AND VOLATILITY SURROUNDING QUARTERLY REDESIGNATION OF THE LEAD S&P 500 FUTURES CONTRACT.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 12, p. 1119, doi. 10.1002/fut.2202
- By:
- Publication type:
- Article
5
CONFERENCE ANNOUNCEMENT.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 12, p. 1090
- Publication type:
- Article