Risk Analysis and Hedging of Parisian Options under a Jump-Diffusion Model.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 9, p. 819, doi. 10.1002/fut.21757
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2016 AND VI 36 AND IP 9
Results: 6
1
2
Journal of Futures Markets: Volume 36, Number 9, September 2016.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 9, p. 817, doi. 10.1002/fut.21749
- Publication type:
- Article
3
Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 9, p. 851, doi. 10.1002/fut.21760
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- Publication type:
- Article
4
Heston-Type Stochastic Volatility with a Markov Switching Regime.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 9, p. 902, doi. 10.1002/fut.21761
- By:
- Publication type:
- Article
5
On the Intraday Relation Between the VIX and its Futures.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 9, p. 870, doi. 10.1002/fut.21762
- By:
- Publication type:
- Article
6
A Generalization of the Recursive Integration Method for the Analytic Valuation of American Options.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 9, p. 887, doi. 10.1002/fut.21765
- By:
- Publication type:
- Article