A modified static hedging method for continuous barrier options.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 12, p. 1150, doi. 10.1002/fut.20451
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 12
Results: 5
1
2
The information flow and market efficiency between the U.S. and Chinese aluminum and copper futures markets.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 12, p. 1192, doi. 10.1002/fut.20474
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- Publication type:
- Article
3
Exchange traded contracts for difference: Design, pricing, and effects.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 12, p. 1108, doi. 10.1002/fut.20475
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- Publication type:
- Article
4
Forecasting volatility: Roles of sampling frequency and forecasting horizon.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 12, p. 1167, doi. 10.1002/fut.20476
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- Publication type:
- Article
5
Editor's note.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 12, p. 1107, doi. 10.1002/fut.20490
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- Publication type:
- Article