OPTIONS ON BOND FUTURES: ISOLATING THE RISK PREMIUM.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 2, p. 169, doi. 10.1002/fut.10058
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2003 AND VI 23 AND IP 2
Results: 4
1
2
THE ECONOMIC ADVANTAGE OF LEARNERS IN A SPOT/FUTURES MARKET.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 2, p. 151, doi. 10.1002/fut.10059
- By:
- Publication type:
- Article
3
DISAPPOINTMENT AVERSION EQUILIBRIUM IN A FUTURES MARKET.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 2, p. 135, doi. 10.1002/fut.10057
- By:
- Publication type:
- Article
4
HEDGING LONG-TERM COMMODITY RISK.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 2, p. 109, doi. 10.1002/fut.10060
- By:
- Publication type:
- Article