Works matching IS 02707314 AND DT 2009 AND VI 29 AND IP 8
Results: 5
An expanded model for the valuation of employee stock options.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 8, p. 713, doi. 10.1002/fut.20375
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- Publication type:
- Article
Options on normal underlyings with an application to the pricing of survivor swaptions.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 8, p. 757, doi. 10.1002/fut.20378
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- Publication type:
- Article
Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 8, p. 736, doi. 10.1002/fut.20379
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- Publication type:
- Article
A brighter future with lower transactions costs?
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 8, p. 775, doi. 10.1002/fut.20381
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- Publication type:
- Article
Empirical evidence on the dependence of credit default swaps and equity prices.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 8, p. 695, doi. 10.1002/fut.20382
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- Publication type:
- Article