Managing volatility in commodity momentum.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 5, p. 758, doi. 10.1002/fut.22195
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2021 AND VI 41 AND IP 5
Results: 9
1
2
Consistent and efficient pricing of SPX and VIX options under multiscale stochastic volatility.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 5, p. 559, doi. 10.1002/fut.22190
- By:
- Publication type:
- Article
3
Credit risk in derivative securities: A simplified approach.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 5, p. 641, doi. 10.1002/fut.22189
- By:
- Publication type:
- Article
4
Disproportionate costs of uncertainty: Small bank hedging and Dodd‐Frank.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 5, p. 686, doi. 10.1002/fut.22188
- By:
- Publication type:
- Article
5
On the computation of hedging strategies in affine GARCH models.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 5, p. 710, doi. 10.1002/fut.22187
- By:
- Publication type:
- Article
6
Informed options trading around holidays.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 5, p. 658, doi. 10.1002/fut.22186
- By:
- Publication type:
- Article
7
Intermediary capital risk and commodity futures volatility.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 5, p. 577, doi. 10.1002/fut.22185
- By:
- Publication type:
- Article
8
Determinants of the WTI‐Brent price spread revisited.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 5, p. 736, doi. 10.1002/fut.22184
- By:
- Publication type:
- Article
9
Journal of Futures Markets: Volume 41, Number 5, May 2021.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 5, p. 557, doi. 10.1002/fut.22136
- Publication type:
- Article