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The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 7, doi. 10.3905/jod.6.2.7
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- Article
Evaluating Forecasts of Correlation Using Option Pricing.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 18, doi. 10.3905/jod.6.2.18
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- Article
Pricing European Options on Autocorrelated Indexes.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 39, doi. 10.3905/jod.6.2.39
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- Article
Managerial Compensation and Firm Derivative Usage: An Empirical Analysis.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 53, doi. 10.3905/jod.6.2.53
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- Article
Simulating Path-Dependent Options: A New Approach.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 65, doi. 10.3905/jod.6.2.65
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- Publication type:
- Article
Improving the Performance of Low-Discrepancy Sequences.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 85, doi. 10.3905/jod.6.2.85
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- Article