Demutualization and customer protection at self-regulatory financial exchanges.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 2, p. 126, doi. 10.1002/fut.20467
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2011 AND VI 31 AND IP 2
Results: 4
1
2
Accounting for stochastic interest rates, stochastic volatility and a general correlation structure in the valuation of forward starting options.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 2, p. 103, doi. 10.1002/fut.20461
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- Publication type:
- Article
3
A Markov regime-switching ARMA approach for hedging stock indices.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 2, p. 165, doi. 10.1002/fut.20465
- By:
- Publication type:
- Article
4
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 2, p. 192, doi. 10.1002/fut.20464
- By:
- Publication type:
- Article