Two Order Books are Better than One? Trading at Settlement (TAS) in VIX Futures.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 6, p. 506, doi. 10.1002/fut.21702
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2015 AND VI 35 AND IP 6
Results: 6
1
2
Depth Characteristics for the Electronic Futures Limit Order Book.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 6, p. 542, doi. 10.1002/fut.21706
- By:
- Publication type:
- Article
3
Time Pro-rata Matching: Evidence of a Change in LIFFE STIR Futures.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 6, p. 522, doi. 10.1002/fut.21708
- By:
- Publication type:
- Article
4
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 6, p. 582, doi. 10.1002/fut.21677
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- Publication type:
- Article
5
Editor's Note.
- Published in:
- 2015
- By:
- Publication type:
- Editorial
6
Exchange-Traded Barrier Option and VPIN: Evidence from Hong Kong.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 6, p. 561, doi. 10.1002/fut.21719
- By:
- Publication type:
- Article