MISPRICING OF INDEX FUTURES CONTRACTS: A STUDY OF INDEX FUTURES VERSUS INDEX OPTIONS.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 2, p. 37, doi. 10.3905/jod.1997.407990
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 1997 AND VI 5 AND IP 2
Results: 6
1
2
TURTLES, TAILS, AND STEREOS: ARBITRAGE AND THE DESIGN OF FUTURES SPREAD TRADING STRATEGIES.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 2, p. 71, doi. 10.3905/jod.1997.407992
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- Publication type:
- Article
3
VOLATILITY PATTERNS: THEORY AND SOME EVIDENCE FROM THE DOLLAR-MARK OPTION MARKET.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 2, p. 46, doi. 10.3905/jod.1997.407993
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- Publication type:
- Article
4
ESTIMATING THE PROBABILITY DISTRIBUTION OF THE FUTURE EXCHANGE RATE FROM OPTION PRICES.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 2, p. 18, doi. 10.3905/jod.1997.407988
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- Publication type:
- Article
5
GENERALIZED BINOMIAL TREES.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 2, p. 7, doi. 10.3905/jod.1997.407989
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- Publication type:
- Article
6
TAILING FUTURES HEDGES/ TAILING SPREADS.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 2, p. 62, doi. 10.3905/jod.1997.407991
- By:
- Publication type:
- Article