Small traders in currency futures markets.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 9, p. 898, doi. 10.1002/fut.20495
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2011 AND VI 31 AND IP 9
Results: 4
1
2
Optimal partial hedging of options with small transaction costs.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 9, p. 855, doi. 10.1002/fut.20498
- By:
- Publication type:
- Article
3
Numerical pricing of American options under infinite activity Lévy processes.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 9, p. 809, doi. 10.1002/fut.20497
- By:
- Publication type:
- Article
4
Pricing basket and Asian options under the jump-diffusion process.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 9, p. 830, doi. 10.1002/fut.20508
- By:
- Publication type:
- Article