Does adverse selection affect bid–ask spreads for options?
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 5, p. 417, doi. 10.1002/fut.20316
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2008 AND VI 28 AND IP 5
Results: 4
1
2
Volatility dynamics of NYMEX natural gas futures prices.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 5, p. 438, doi. 10.1002/fut.20317
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- Publication type:
- Article
3
Pricing and hedging illiquid energy derivatives: An application to the JCC index.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 5, p. 464, doi. 10.1002/fut.20296
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- Publication type:
- Article
4
A generalization of Rubinstein's “Pay now, choose later”.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 5, p. 488, doi. 10.1002/fut.20311
- By:
- Publication type:
- Article