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Untitled.
- Published in:
- Journal of Derivatives, 2023, v. 30, n. 3, p. 1, doi. 10.3905/jod.2023.30.3.001
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- Publication type:
- Article
On the Term Structure of VIX Futures' Implied Convexity.
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- Journal of Derivatives, 2023, v. 30, n. 3, p. 10, doi. 10.3905/jod.2022.1.170
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- Article
Improving and Extending the Wu-Zhu Static Hedge.
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- Journal of Derivatives, 2023, v. 30, n. 3, p. 26, doi. 10.3905/jod.2022.1.173
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- Article
Multi-Asset Option Pricing Using Normal Tempered Stable Processes with Stochastic Correlation.
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- Journal of Derivatives, 2023, v. 30, n. 3, p. 42, doi. 10.3905/jod.2022.1.175
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- Article
Pricing Total Return Swaps.
- Published in:
- Journal of Derivatives, 2023, v. 30, n. 3, p. 66, doi. 10.3905/jod.2022.1.167
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- Article
Sector Option Correlation Premiums and Predictable Changes in Implied Volatility.
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- Journal of Derivatives, 2023, v. 30, n. 3, p. 84, doi. 10.3905/jod.2022.1.171
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- Publication type:
- Article
Good Volatility, Bad Volatility, and VIX Futures Pricing: Evidence from the Decomposition of VIX.
- Published in:
- Journal of Derivatives, 2023, v. 30, n. 3, p. 117, doi. 10.3905/jod.2022.1.174
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- Article