Pricing executive stock options with averaging features under the Heston–Nandi GARCH model.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 9, p. 1056, doi. 10.1002/fut.22036
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2019 AND VI 39 AND IP 9
Results: 8
1
2
Derivatives pricing when supply and demand matter: Evidence from the term structure of VIX futures.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 9, p. 1035, doi. 10.1002/fut.22035
- By:
- Publication type:
- Article
3
Is options trading informed? Evidence from credit rating change announcements.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 9, p. 1085, doi. 10.1002/fut.22022
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- Publication type:
- Article
4
Price discovery in commodity derivatives: Speculation or hedging?
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 9, p. 1107, doi. 10.1002/fut.22021
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- Publication type:
- Article
5
Robust estimation of risk‐neutral moments.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 9, p. 1137, doi. 10.1002/fut.22020
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- Publication type:
- Article
6
The evolution of price discovery in us equity and derivatives markets.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 9, p. 1122, doi. 10.1002/fut.22019
- By:
- Publication type:
- Article
7
Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 9, p. 1167, doi. 10.1002/fut.22017
- By:
- Publication type:
- Article
8
Journal of Futures Markets: Volume 39, Number 9, September 2019.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 9, p. 1033, doi. 10.1002/fut.21950
- Publication type:
- Article