THE DRIFT FACTOR IN BIASED FUTURES INDEX PRICING MODELS: A NEW LOOK.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 6, p. 579, doi. 10.1002/fut.10025
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2002 AND VI 22 AND IP 6
Results: 4
1
2
THE ACCURACY AND EFFICIENCY OF ALTERNATIVE OPTION PRICING APPROACHES RELATIVE TO A LOG-TRANSFORMED TRINOMIAL MODEL.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 6, p. 557, doi. 10.1002/fut.10023
- By:
- Publication type:
- Article
3
AN INTRADAY TEST OF PRICING AND ARBITRAGE OPPORTUNITIES IN THE NEW ZEALAND BANK BILL FUTURES MARKET.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 6, p. 519, doi. 10.1002/fut.10022
- By:
- Publication type:
- Article
4
MEASURING AND FORECASTING S&P 500 INDEX-FUTURES VOLATILITY USING HIGH-FREQUENCY DATA.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 6, p. 497, doi. 10.1002/fut.10016
- By:
- Publication type:
- Article