Multifactor Index Variance: The Case of the SPX 2000 to 2010.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 2, p. 158, doi. 10.1002/fut.20552
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2013 AND VI 33 AND IP 2
Results: 4
1
2
Credit Spread Changes and Monetary Policy Surprises: The Evidence from the Fed Funds Futures Market.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 2, p. 103, doi. 10.1002/fut.21544
- By:
- Publication type:
- Article
3
Canonical Distribution, Implied Binomial Tree, and the Pricing of American Options.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 2, p. 183, doi. 10.1002/fut.20555
- By:
- Publication type:
- Article
4
Valuing Seller-Defaultable Options.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 2, p. 129, doi. 10.1002/fut.21542
- By:
- Publication type:
- Article