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Works matching IS 02707314 AND DT 2006 AND VI 26 AND IP 1

Results: 4

1

Information content of cross-sectional option prices: A comparison of alternative currency option pricing models on the Japanese yen.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 1, p. 33, doi. 10.1002/fut.20177

By:

Dupoyet, Brice

Publication type:

Article

2

Volatility options: Hedging effectiveness, pricing, and model error.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 1, p. 1, doi. 10.1002/fut.20181

By:

Psychoyios, Dimitris;
Skiadopoulos, George

Publication type:

Article

3

Dynamics of intraday serial correlation in the Italian futures market.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 1, p. 61, doi. 10.1002/fut.20182

By:

Bianco, Simone;
Renò, Roberto

Publication type:

Article

4

The valuation of European options when asset returns are autocorrelated.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 1, p. 85, doi. 10.1002/fut.20192

By:

Szu-Lang Liao;
Chao-Chun Chen

Publication type:

Article