Option Valuation Under a Double Regime-Switching Model.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 5, p. 451, doi. 10.1002/fut.21613
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2014 AND VI 34 AND IP 5
Results: 5
1
2
Municipal Bonds and Monetary Policy: Evidence from the Fed Funds Futures Market.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 5, p. 434, doi. 10.1002/fut.21606
- By:
- Publication type:
- Article
3
Exercise to Lose Money? Irrational Exercise Behavior from the Chinese Warrants Market.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 5, p. 399, doi. 10.1002/fut.21608
- By:
- Publication type:
- Article
4
A Filtering Process to Remove the Stochastic Component from Intraday Seasonal Volatility.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 5, p. 479, doi. 10.1002/fut.21585
- By:
- Publication type:
- Article
5
Do Seasonal Tropical Storm Forecasts Affect Crack Spread Prices?
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 5, p. 420, doi. 10.1002/fut.21607
- By:
- Publication type:
- Article