How to hedge if the payment date is uncertain?
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 4, p. 481, doi. 10.1002/fut.21987
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2019 AND VI 39 AND IP 4
Results: 8
1
2
Improving momentum strategies using residual returns and option‐implied information.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 4, p. 499, doi. 10.1002/fut.21988
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- Publication type:
- Article
3
Semistatic hedging and pricing American floating strike lookback options.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 4, p. 418, doi. 10.1002/fut.21986
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- Publication type:
- Article
4
The term structure of systematic and idiosyncratic risk.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 4, p. 435, doi. 10.1002/fut.21985
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- Publication type:
- Article
5
Speculation and volatility—A time‐varying approach applied on Chinese commodity futures markets.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 4, p. 405, doi. 10.1002/fut.21984
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- Publication type:
- Article
6
Economic policy uncertainty, CDS spreads, and CDS liquidity provision.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 4, p. 461, doi. 10.1002/fut.21982
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- Publication type:
- Article
7
The trilogy of China cotton markets: The lead–lag relationship among spot, forward, and futures markets.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 4, p. 522, doi. 10.1002/fut.21981
- By:
- Publication type:
- Article
8
Journal of Futures Markets: Volume 39, Number 4, April 2019.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 4, p. 403, doi. 10.1002/fut.21945
- Publication type:
- Article