Sources of variation in holding returns for fed funds futures contracts.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 3, p. 205, doi. 10.1002/fut.20473
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2011 AND VI 31 AND IP 3
Results: 4
1
2
The performance of VIX option pricing models: Empirical evidence beyond simulation.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 3, p. 251, doi. 10.1002/fut.20466
- By:
- Publication type:
- Article
3
Price discovery and investor structure in stock index futures.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 3, p. 282, doi. 10.1002/fut.20469
- By:
- Publication type:
- Article
4
Pricing real options under the constant elasticity of variance diffusion.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 3, p. 230, doi. 10.1002/fut.20468
- By:
- Publication type:
- Article