An empirical investigation of large trader market manipulation in derivatives markets.
- Published in:
- Review of Derivatives Research, 2018, v. 21, n. 3, p. 331, doi. 10.1007/s11147-018-9143-0
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2018 AND VI 21 AND IP 3
Results: 4
1
2
Dynamic hedging with futures: a copula-based GARCH model with high-frequency data.
- Published in:
- Review of Derivatives Research, 2018, v. 21, n. 3, p. 307, doi. 10.1007/s11147-018-9142-1
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- Publication type:
- Article
3
GARCH option pricing models with Meixner innovations.
- Published in:
- Review of Derivatives Research, 2018, v. 21, n. 3, p. 277, doi. 10.1007/s11147-017-9141-7
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- Publication type:
- Article
4
The pricing kernel puzzle in forward looking data.
- Published in:
- Review of Derivatives Research, 2018, v. 21, n. 3, p. 253, doi. 10.1007/s11147-017-9140-8
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- Publication type:
- Article