Examination of long-term bond iShare option selling strategies.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 5, p. 465, doi. 10.1002/fut.20423
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 5
Results: 5
1
2
General equilibrium and preference free model for pricing options under transformed gamma distribution.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 5, p. 409, doi. 10.1002/fut.20425
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- Publication type:
- Article
3
Option pricing under Markov-switching GARCH processes.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 5, p. 444, doi. 10.1002/fut.20422
- By:
- Publication type:
- Article
4
Persistence in some energy futures markets.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 5, p. 490, doi. 10.1002/fut.20426
- By:
- Publication type:
- Article
5
Size clustering in the FTSE100 index futures market.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 5, p. 432, doi. 10.1002/fut.20429
- By:
- Publication type:
- Article