Works matching IS 02707314 AND DT 2006 AND VI 26 AND IP 8
Results: 5
Multifactor implied volatility functions for HJM models.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 8, p. 809, doi. 10.1002/fut.20215
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- Publication type:
- Article
Liquidity risk and the hedging role of options.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 8, p. 789, doi. 10.1002/fut.20217
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- Publication type:
- Article
Option pricing for the transformed-binomial class.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 8, p. 759
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- Publication type:
- Article
Estimation bias of futures hedging performance: A note.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 8, p. 835, doi. 10.1002/fut.20222
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- Publication type:
- Article
Improving lattice schemes through bias reduction.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 8, p. 733, doi. 10.1002/fut.20221
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- Publication type:
- Article