JPMCC International Commodities Symposium.
- Published in:
- 2023
- Publication type:
- Proceeding
Works matching IS 02707314 AND DT 2023 AND VI 43 AND IP 5
Results: 7
1
2
Optimal futures hedging by using realized semicovariances: The information contained in signed high‐frequency returns.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 5, p. 677, doi. 10.1002/fut.22406
- By:
- Publication type:
- Article
3
The GameStop short squeeze: Put–call parity and the effect of frictions before, during and after the squeeze.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 5, p. 635, doi. 10.1002/fut.22405
- By:
- Publication type:
- Article
4
Analytically pricing exchange options with stochastic liquidity and regime switching.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 5, p. 662, doi. 10.1002/fut.22403
- By:
- Publication type:
- Article
5
Strategic trading and manipulation in trade at settlement contracts.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 5, p. 615, doi. 10.1002/fut.22401
- By:
- Publication type:
- Article
6
A tale of two premiums revisited.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 5, p. 580, doi. 10.1002/fut.22396
- By:
- Publication type:
- Article
7
Journal of Futures Markets: Volume 43, Number 5, May 2023.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 5, p. 577, doi. 10.1002/fut.22350
- Publication type:
- Article