Results: 4
Is volatility risk priced in the securities market? Evidence from S&P 500 index options.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 7, p. 617, doi. 10.1002/fut.20242
- By:
- Publication type:
- Article
The pricing of foreign currency options under jump-diffusion processes.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 7, p. 669, doi. 10.1002/fut.20261
- By:
- Publication type:
- Article
Order imbalance and the pricing of index futures.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 7, p. 697, doi. 10.1002/fut.20264
- By:
- Publication type:
- Article
Long memory models for daily and high frequency commodity futures returns.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 7, p. 643, doi. 10.1002/fut.20267
- By:
- Publication type:
- Article