Empirical tests of canonical nonparametric American option-pricing methods.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 6, p. 509, doi. 10.1002/fut.20421
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 6
Results: 4
1
2
Equilibrium pricing of contingent claims in tradable permit markets.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 6, p. 559, doi. 10.1002/fut.20430
- By:
- Publication type:
- Article
3
Information content of volatility spreads.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 6, p. 533, doi. 10.1002/fut.20432
- By:
- Publication type:
- Article
4
Price discovery in electronic foreign exchange markets: The sterling/dollar market.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 6, p. 590, doi. 10.1002/fut.20433
- By:
- Publication type:
- Article