APPROXIMATION FOR CONVENIENCE YIELD IN COMMODITY FUTURES PRICING.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 10, p. 1005, doi. 10.1002/fut.10036
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2002 AND VI 22 AND IP 10
Results: 5
1
2
TRADING ACTIVITY IN STOCK INDEX FUTURES MARKETS: THE EVIDENCE OF EMERGING MARKETS.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 10, p. 983, doi. 10.1002/fut.10040
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- Publication type:
- Article
3
IMPLIED VOLATILITY FORECASTS IN THE GRAINS COMPLEX.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 10, p. 959, doi. 10.1002/fut.10042
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- Publication type:
- Article
4
THE EFFECT OF MULTIPLE LISTINGS ON THE BID--ASK SPREAD IN OPTION MARKETS: THE CASE OF MONTREAL EXCHANGE.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 10, p. 939, doi. 10.1002/fut.10041
- By:
- Publication type:
- Article
5
FACTORS EXPLAINING MOVEMENTS IN THE IMPLIED VOLATILITY SURFACE.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 10, p. 915, doi. 10.1002/fut.10039
- By:
- Publication type:
- Article