Works matching IS 02707314 AND DT 2005 AND VI 25 AND IP 10
Results: 5
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
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- Publication type:
- Article
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
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- Publication type:
- Article
Price discovery in the aluminum market.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 10, p. 967, doi. 10.1002/fut.20173
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article