A NOTE ON THE VALUATION OF COMPOUND OPTIONS.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 11, p. 1103, doi. 10.1002/fut.10048
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2002 AND VI 22 AND IP 11
Results: 5
1
2
AN EMPIRICAL EXAMINATION OF THE RELATION BETWEEN FUTURES SPREADS VOLATILITY, VOLUME, AND OPEN INTEREST.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 11, p. 1083, doi. 10.1002/fut.10047
- By:
- Publication type:
- Article
3
CROSS-MARKET CORRELATIONS AND TRANSMISSION OF INFORMATION.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 11, p. 1059, doi. 10.1002/fut.10045
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- Publication type:
- Article
4
NONLINEAR DYNAMICS IN HIGH-FREQUENCY INTRADAY FINANCIAL DATA: EVIDENCE FOR THE UK LONG GILT FUTURES MARKET.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 11, p. 1037, doi. 10.1002/fut.10043
- By:
- Publication type:
- Article
5
PRINCIPAL COMPONENTS ANALYSIS FOR CORRELATED CURVES AND SEASONAL COMMODITIES: THE CASE OF THE PETROLEUM MARKET.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 11, p. 1019, doi. 10.1002/fut.10046
- By:
- Publication type:
- Article