Commodity ETF Arbitrage: Futures-Backed versus Physical-Backed ETFs.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 2, p. 128, doi. 10.3905/jod.2023.1.193
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2023 AND VI 31 AND IP 2
Results: 7
1
2
The Performance of Jump Models to Price Commodity Options.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 2, p. 101, doi. 10.3905/jod.2023.1.189
- By:
- Publication type:
- Article
3
Measuring Information Flows in Option Markets: A Relative Entropy Approach.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 2, p. 73, doi. 10.3905/jod.2023.1.191
- By:
- Publication type:
- Article
4
Beyond Basel 4: Integrating Over-the-Counter Derivatives Risk Capital Requirements.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 2, p. 53, doi. 10.3905/jod.2023.1.194
- By:
- Publication type:
- Article
5
A Two-Factor Contingent Convertible Bond Pricing Model with Calibrated Option-Adjusted Spread.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 2, p. 36, doi. 10.3905/jod.2023.1.188
- By:
- Publication type:
- Article
6
Pricing American Options under Levy Jump Models: A Multidimensional Transform Method.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 2, p. 9, doi. 10.3905/jod.2023.1.190
- By:
- Publication type:
- Article
7
OUR NEW ARTICLES.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 2, p. 5
- By:
- Publication type:
- Article