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101 저널기사 Improved estimation of portfolio value-at-risk under copula models with mixed marginals 미리보기
Miller, D. J.; Liu, W. H. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2006
102 저널기사 Volatility Options: Hedging Effectiveness, Pricing, and Model Error 미리보기
Psychoyios, D.; Skiadopoulos, G. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2006
103 저널기사 The Valuation of European Options When Asset Returns Are Autocorrelated 미리보기
Liao, S.-L.; Chen, C.-C. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2006
104 저널기사 Option pricing for the transformed-binomial class 미리보기
Camara, A.; Chung, S. L. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2006
105 저널기사 Slippage in Futures Markets: Evodemce From the Sydney Futures Exchange 미리보기
Frino, A.; Oetomo, T. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
106 저널기사 Option Pricing With a Non-Zero Lower Bound on Stock Price 미리보기
Dong, M. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
107 저널기사 Asymmetric Volatility of Basis and the Theory of Storage 미리보기
Gao, A. H.; Wang, G. H. K. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
108 저널기사 Recovering Market Expectations of FOMC Rate Changes With Options on Federal Funds Futures 미리보기
Carlson, J. B.; Craig, B. R.; Melick, W. R. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
109 저널기사 Information Transmission in Electronic Versus Open-Outcry Trading Systems: An Analysis of U.S. Equity Index Futures Markets 미리보기
Ates, A.; Wang, G. H. K. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
110 저널기사 A Note on Asymmetric Stochastic Volatility and Futures Hedging 미리보기
Lien, D. Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University 2005
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