Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion.
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- Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 71, doi. 10.1007/s10690-012-9159-7
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- Article
Works matching IS 13872834 AND DT 2013 AND VI 20 AND IP 1
Results: 5
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2
Financial Crisis and Corporate Liquidity: Implications for Emerging Markets.
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- Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 1, doi. 10.1007/s10690-012-9156-x
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- Publication type:
- Article
3
Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data.
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- Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 49, doi. 10.1007/s10690-012-9158-8
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- Article
4
How does Monetary Policy Influence Capital Markets? Using a Threshold Regression Model.
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- Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 31, doi. 10.1007/s10690-012-9157-9
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- Article
5
Forecasting Intraday Volatility and Value-at-Risk with High-Frequency Data.
- Published in:
- Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 83, doi. 10.1007/s10690-012-9160-1
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- Publication type:
- Article