Currency barrier option pricing with mean reversion.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 10, p. 939, doi. 10.1002/fut.20223
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2006 AND VI 26 AND IP 10
Results: 4
1
2
Central bank communications and equity ETFs.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 10, p. 959, doi. 10.1002/fut.20228
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- Publication type:
- Article
3
Improved estimation of portfolio value-at-risk under copula models with mixed marginals.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 10, p. 997, doi. 10.1002/fut.20224
- By:
- Publication type:
- Article
4
Spot-futures spread, time-varying correlation, and hedging with currency futures.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 10, p. 1019, doi. 10.1002/fut.20225
- By:
- Publication type:
- Article