DIRECTLY MEASURING EARLY EXERCISE PREMIUMS USING AMERICAN AND EUROPEAN S&P 500 INDEX OPTIONS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 3, p. 287, doi. 10.1002/fut.10063
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2003 AND VI 23 AND IP 3
Results: 4
1
2
THE QUALITY OF VOLATILITY TRADED ON THE OVER-THE-COUNTER CURRENCY MARKET: A MULTIPLE HORIZONS STUDY.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 3, p. 261, doi. 10.1002/fut.10066
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- Publication type:
- Article
3
FUTURES HEDGING USING DYNAMIC MODELS OF THE VARIANCE/COVARIANCE STRUCTURE.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 3, p. 241, doi. 10.1002/fut.10062
- By:
- Publication type:
- Article
4
ON THE OPTIMAL MIX OF CORPORATE HEDGING INSTRUMENTS: LINEAR VERSUS NONLINEAR DERIVATIVES.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 3, p. 217, doi. 10.1002/fut.10061
- By:
- Publication type:
- Article