A contango-constrained model for storable commodity prices.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 11, p. 1025, doi. 10.1002/fut.20180
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2005 AND VI 25 AND IP 11
Results: 5
1
2
A note on the superiority of the OLS hedge ratio.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 11, p. 1121, doi. 10.1002/fut.20172
- By:
- Publication type:
- Article
3
Consistent calibration of HJM models to cap implied volatilities.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 11, p. 1093, doi. 10.1002/fut.20174
- By:
- Publication type:
- Article
4
Execution quality in open-outcry futures markets.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 11, p. 1067, doi. 10.1002/fut.20176
- By:
- Publication type:
- Article
5
Futures and options expiration-day effects: The Indian evidence.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 11, p. 1045, doi. 10.1002/fut.20178
- By:
- Publication type:
- Article