A THEORETICAL FRAMEWORK TO EVALUATE DIFFERENT MARGIN-SETTING METHODOLOGIES.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 2, p. 117, doi. 10.1002/fut.10108
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2004 AND VI 24 AND IP 2
Results: 4
1
2
MINIMUM CAPITAL REQUIREMENT CALCULATIONS FOR UK FUTURES.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 2, p. 193, doi. 10.1002/fut.10102
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- Publication type:
- Article
3
KNOCK-IN AMERICAN OPTIONS.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 2, p. 179, doi. 10.1002/fut.10101
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- Publication type:
- Article
4
DISTRIBUTIONS IMPLIED BY AMERICAN CURRENCY FUTURES OPTIONS: A GHOST'S SMILE?
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 2, p. 147, doi. 10.1002/fut.10098
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- Publication type:
- Article