Equity Option Implied Probability of Default and Equity Recovery Rate.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 6, p. 599, doi. 10.1002/fut.21823
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2017 AND VI 37 AND IP 6
Results: 6
1
2
The Zero Lower Bound and Economic Determinants of the Volatility Surface in the Interest Cap Markets.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 6, p. 578, doi. 10.1002/fut.21829
- By:
- Publication type:
- Article
3
Editor's Note.
- Published in:
- 2017
- By:
- Publication type:
- Editorial
4
Journal of Futures Markets: Volume 37, Number 6, June 2017.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 6, p. 539, doi. 10.1002/fut.21813
- Publication type:
- Article
5
Anchoring and Probability Weighting in Option Prices.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 6, p. 614, doi. 10.1002/fut.21833
- By:
- Publication type:
- Article
6
VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 6, p. 542, doi. 10.1002/fut.21839
- By:
- Publication type:
- Article