Hedging Long-Term Forwards with Short-Term Futures: A Two-Regime Approach.
- Published in:
- Review of Derivatives Research, 2004, v. 7, n. 3, p. 185, doi. 10.1007/s11147-004-4809-1
- By:
- Publication type:
- Article
Works matching IS 13806645 AND DT 2004 AND VI 7 AND IP 3
Results: 3
1
2
The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests.
- Published in:
- Review of Derivatives Research, 2004, v. 7, n. 3, p. 241, doi. 10.1007/s11147-004-4811-7
- By:
- Publication type:
- Article
3
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models.
- Published in:
- Review of Derivatives Research, 2004, v. 7, n. 3, p. 213, doi. 10.1007/s11147-004-4810-8
- By:
- Publication type:
- Article