Call options with concave payoffs: An application to executive stock options.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 8, p. 943, doi. 10.1002/fut.21924
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 8
Results: 9
1
2
Volatility jumps and macroeconomic news announcements.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 8, p. 881, doi. 10.1002/fut.21922
- By:
- Publication type:
- Article
3
Consistency between S&P500 and VIX derivatives: Insights from model‐free VIX futures pricing.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 8, p. 977, doi. 10.1002/fut.21919
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- Publication type:
- Article
4
Market uncertainty and market orders in futures markets.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 8, p. 865, doi. 10.1002/fut.21918
- By:
- Publication type:
- Article
5
Short‐selling and credit default swap spreads—Where do informed traders trade?
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 8, p. 925, doi. 10.1002/fut.21917
- By:
- Publication type:
- Article
6
The effect of settlement rules on the incentive to Bang the Close.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 8, p. 841, doi. 10.1002/fut.21915
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- Publication type:
- Article
7
Modeling VXX.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 8, p. 958, doi. 10.1002/fut.21913
- By:
- Publication type:
- Article
8
A simple iteration algorithm to price perpetual Bermudan options under the lognormal jump‐diffusion‐ruin process.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 8, p. 898, doi. 10.1002/fut.21911
- By:
- Publication type:
- Article
9
Journal of Futures Markets: Volume 38, Number 8, August 2018.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 8, p. 839, doi. 10.1002/fut.21875
- Publication type:
- Article