ASSYMETRIC COVARIANCE IN SPOT-FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 11, p. 1019, doi. 10.1002/fut.10099
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2003 AND VI 23 AND IP 11
Results: 5
1
2
A NOTE ON THE DERIVATION OF BLACK-SCHOLES HEDGES RATIOS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 11, p. 1119, doi. 10.1002/fut.10103
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- Publication type:
- Article
3
OPTIONS EXPIRATION EFFECTS AND THE ROLE OF INDIVIDUAL SHARE FUTURESS CONTRACTS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 11, p. 1107, doi. 10.1002/fut.10100
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- Publication type:
- Article
4
A TWO-MEAN REVERTING-FACTOR MODEL OF THE TERM STRUCTURE OF INTEREST RATES.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 11, p. 1075, doi. 10.1002/fut.10088
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- Publication type:
- Article
5
THE DESIGN AND PRICING OF FIXED- AND MOVING- WINDOW CONTRACTS: AN APPLICATION OF ASIAN-BASKET OPTION PRICING METHODS TO THE HOG-FINISHING SECTOR.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 11, p. 1047, doi. 10.1002/fut.10090
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- Publication type:
- Article