PRICING EFFICIENCY OF THE S&P 500 INDEX MARKET: EVIDENCE FROM THE STANDARD & POOR'S DEPOSITARY RECEIPTS.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 9, p. 877, doi. 10.1002/fut.10037
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2002 AND VI 22 AND IP 9
Results: 4
1
2
PRICING AND HEDGING AMERICAN FIXED-INCOME DERIVATIVES WITH IMPLIED VOLATILITY STRUCTURES IN THE TWO-FACTOR HEALTH--JARROW--MORTON MODEL.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 9, p. 839, doi. 10.1002/fut.10031
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- Publication type:
- Article
3
FUTURES PRICE LIMIT MOVES AS OPTIONS.
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 9, p. 901, doi. 10.1002/fut.10038
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- Publication type:
- Article
4
MEASURING IMPLIED VOLATILITY: IS AN AVERAGE BETTER? WHICH AVERAGE?
- Published in:
- Journal of Futures Markets, 2002, v. 22, n. 9, p. 811, doi. 10.1002/fut.10034
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- Publication type:
- Article