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Works matching IS 02707314 AND DT 2003 AND VI 23 AND IP 8

Results: 4

1

ROBUST ESTIMATION OF THE OPTIMAL HEDGE RATIO.

Published in:

Journal of Futures Markets, 2003, v. 23, n. 8, p. 799, doi. 10.1002/fut.10085

By:

Harris, Richard D.F.;
Jian Shen

Publication type:

Article

2

SCHEDULED ANNOUNCEMENTS AND VOLATILITY PATTERNS: THE EFFECTS OF MONETARY POLICY COMMITTEE ANNOUNCEMENTS ON LIBOR AND SHORT STERLING FUTURES AND OPTIONS.

Published in:

Journal of Futures Markets, 2003, v. 23, n. 8, p. 773, doi. 10.1002/fut.10083

By:

Peng Sun;
Sutcliffe, Charles

Publication type:

Article

3

PRICING MODELS OF EQUITY SWAPS.

Published in:

Journal of Futures Markets, 2003, v. 23, n. 8, p. 751, doi. 10.1002/fut.10082

By:

Ming-Chieh Wang;
Szu-Lang Liao

Publication type:

Article

4

OPTIMAL CONTRACT DESIGN: FOR WHOM?

Published in:

Journal of Futures Markets, 2003, v. 23, n. 8, p. 719, doi. 10.1002/fut.10086

By:

Bollen, Nicolas P.B.;
Smith, Tom;
Whaley, Robert E.

Publication type:

Article