Valuation and Hedging of Differential Swaps.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 1, p. 73, doi. 10.1002/fut.2208
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2002 AND VI 22 AND IP 1
Results: 4
1
2
Hedging in Futures and Options Markets with Basis Risk.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 1, p. 59, doi. 10.1002/fut.2207
- By:
- Publication type:
- Article
3
A Study of Arbitrage Efficiency Between the FTSE-100 Index Futures and Options Contracts.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 1, p. 31, doi. 10.1002/fut.2206
- By:
- Publication type:
- Article
4
Estimating Implied PDFs From American Options on Futures: A New Semiparametric Approach.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 1, p. 1, doi. 10.1002/fut.2205
- By:
- Publication type:
- Article