Options listings and individual equity volatility.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 1, p. 1, doi. 10.1002/fut.20227
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2007 AND VI 27 AND IP 1
Results: 4
1
2
An efficient approximation method for American exotic options.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 1, p. 29, doi. 10.1002/fut.20230
- By:
- Publication type:
- Article
3
Back to the future: Futures margins in a future credit default swap index futures market.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 1, p. 85, doi. 10.1002/fut.20234
- By:
- Publication type:
- Article
4
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 1, p. 61, doi. 10.1002/fut.20235
- By:
- Publication type:
- Article