Option-Implied Preference with Model Uncertainty.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 6, p. 498, doi. 10.1002/fut.21660
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2014 AND VI 34 AND IP 6
Results: 5
1
2
How Informed Investors Take Advantage of Negative Information in Options and Stock Markets.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 6, p. 516, doi. 10.1002/fut.21651
- By:
- Publication type:
- Article
3
Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 6, p. 548, doi. 10.1002/fut.21644
- By:
- Publication type:
- Article
4
Editor's Note.
- Published in:
- 2014
- By:
- Publication type:
- Editorial
5
A Random Field LIBOR Market Model.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 6, p. 580, doi. 10.1002/fut.21654
- By:
- Publication type:
- Article