A simplified pricing model for volatility futures.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 4, p. 307, doi. 10.1002/fut.20471
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2011 AND VI 31 AND IP 4
Results: 4
1
2
Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 4, p. 340, doi. 10.1002/fut.20470
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- Publication type:
- Article
3
Maturity effects in the Mexican interest rate futures market.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 4, p. 371, doi. 10.1002/fut.20477
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- Publication type:
- Article
4
Optimal arbitrage strategies on stock index futures under position limits.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 4, p. 394, doi. 10.1002/fut.20472
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- Publication type:
- Article