A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 5, p. 478, doi. 10.1002/fut.20361
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2009 AND VI 29 AND IP 5
Results: 5
1
2
Expiration-day effects—An Asian twist.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 5, p. 430, doi. 10.1002/fut.20364
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- Publication type:
- Article
3
A new scheme for static hedging of European derivatives under stochastic volatility models.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 5, p. 397, doi. 10.1002/fut.20367
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- Publication type:
- Article
4
Analyst forecasts and price discovery in futures markets: The case of natural gas storage.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 5, p. 451, doi. 10.1002/fut.20368
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- Publication type:
- Article
5
Do investors learn about analyst accuracy? A study of the oil futures market.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 5, p. 414, doi. 10.1002/fut.20374
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- Publication type:
- Article