Works matching IS 02707314 AND DT 2014 AND VI 34 AND IP 10
Results: 4
Volatility Discovery Across Stock Limit Order Book and Options Markets.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 10, p. 934, doi. 10.1002/fut.21628
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- Publication type:
- Article
S&P 500 Index-Futures Price Jumps and Macroeconomic News.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 10, p. 980, doi. 10.1002/fut.21627
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- Publication type:
- Article
Noisy Inventory Announcements and Energy Prices.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 10, p. 911, doi. 10.1002/fut.21633
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- Publication type:
- Article
Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 10, p. 957, doi. 10.1002/fut.21629
- By:
- Publication type:
- Article