Editor's Note.
- Published in:
- 2016
- By:
- Publication type:
- Editorial
Works matching IS 02707314 AND DT 2016 AND VI 36 AND IP 8
Results: 6
1
2
Pricing American Put Options Using the Mean Value Theorem.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 8, p. 793, doi. 10.1002/fut.21758
- By:
- Publication type:
- Article
3
Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 8, p. 758, doi. 10.1002/fut.21759
- By:
- Publication type:
- Article
4
Journal of Futures Markets: Volume 36, Number 8, August 2016.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 8, p. 719, doi. 10.1002/fut.21748
- Publication type:
- Article
5
CDS Inferred Stock Volatility.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 8, p. 745, doi. 10.1002/fut.21768
- By:
- Publication type:
- Article
6
Is the Information on the Higher Moments of Underlying Returns Correctly Reflected in Option Prices?
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 8, p. 722, doi. 10.1002/fut.21769
- By:
- Publication type:
- Article