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:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2006 AND VI 26 AND IP 1
Results: 4
1
2
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:
- Publication type:
- Article
3
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:
- Publication type:
- Article
4
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:
- Publication type:
- Article