American option valuation: Implied calibration of GARCH pricing models.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 10, p. 971, doi. 10.1002/fut.20496
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2011 AND VI 31 AND IP 10
Results: 4
1
2
Dominant markets, staggered openings, and price discovery.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 10, p. 915, doi. 10.1002/fut.20501
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- Publication type:
- Article
3
On the calibration of mortality forward curves.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 10, p. 947, doi. 10.1002/fut.20500
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- Publication type:
- Article
4
The Fed's policy decisions and implied volatility.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 10, p. 995, doi. 10.1002/fut.20503
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- Publication type:
- Article