A No-Arbitrage Fractional Cointegration Model for Futures and Spot Daily Ranges.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 1, p. 77, doi. 10.1002/fut.20556
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2013 AND VI 33 AND IP 1
Results: 5
1
2
Conditional Volatility and the GARCH Option Pricing Model with Non-Normal Innovations.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 1, p. 1, doi. 10.1002/fut.20551
- By:
- Publication type:
- Article
3
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 1, p. 55, doi. 10.1002/fut.21547
- By:
- Publication type:
- Article
4
A Closer Look at Barrier Exchange Options.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 1, p. 29, doi. 10.1002/fut.20554
- By:
- Publication type:
- Article
5
Some New Results on When Extra Risk Strictly Increases an Option's Value.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 1, p. 44, doi. 10.1002/fut.21556
- By:
- Publication type:
- Article