Hedging under counterparty credit uncertainty.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 3, p. 248, doi. 10.1002/fut.20287
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2008 AND VI 28 AND IP 3
Results: 7
1
2
A further note on the optimality of the OLS hedge strategy.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 3, p. 308, doi. 10.1002/fut.20297
- By:
- Publication type:
- Article
3
Closed-form option pricing formulas with extreme events.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 3, p. 213, doi. 10.1002/fut.20298
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- Publication type:
- Article
4
Valuing stock options when prices are subject to a lower boundary.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 3, p. 231, doi. 10.1002/fut.20299
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- Publication type:
- Article
5
Intraday behavior of market depth in a competitive dealer market: A note.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 3, p. 294, doi. 10.1002/fut.20300
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- Publication type:
- Article
6
Path-dependent currency options with mean reversion.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 3, p. 275, doi. 10.1002/fut.20306
- By:
- Publication type:
- Article
7
Does deliverability enhance the value of U.S. Treasury bonds?
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 3, p. 264, doi. 10.1002/fut.20307
- By:
- Publication type:
- Article