THE VALUATION OF RESET OPTIONS WITH MULTIPLE STRIKE RESETS AND RESET DATES.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 1, p. 87, doi. 10.1002/fut.10055
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2003 AND VI 23 AND IP 1
Results: 5
1
2
EXPIRATION DAY EFFECTS: THE CASE OF HONG KONG.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 1, p. 67, doi. 10.1002/fut.10054
- By:
- Publication type:
- Article
3
DOES TICK SIZE INFLUENCE PRICE DISCOVERY? EVIDENCE FROM THE TORONTO STOCK EXCHANGE.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 1, p. 49, doi. 10.1002/fut.10053
- By:
- Publication type:
- Article
4
STOCHASTIC VOLATILITY AND THE MEAN REVERTING PROCESS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 1, p. 33, doi. 10.1002/fut.10044
- By:
- Publication type:
- Article
5
THE BEHAVIOR AND PERFORMANCE OF MAJOR TYPES OF FUTURES TRADERS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 1, p. 1, doi. 10.1002/fut.10056
- By:
- Publication type:
- Article