Estimating the optimal hedge ratio with focus information criterion.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 10, p. 1011, doi. 10.1002/fut.20166
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2005 AND VI 25 AND IP 10
Results: 5
1
2
Pricing foreign equity options under Lévy processes.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 10, p. 917, doi. 10.1002/fut.20171
- By:
- Publication type:
- Article
3
Price discovery in the aluminum market.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 10, p. 967, doi. 10.1002/fut.20173
- By:
- Publication type:
- Article
4
Is it important to consider the jump component for pricing and hedging short-term options?
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 10, p. 989, doi. 10.1002/fut.20175
- By:
- Publication type:
- Article
5
Position limits for cash-settled derivative contracts.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 10, p. 945, doi. 10.1002/fut.20179
- By:
- Publication type:
- Article