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검색리스트 테이블
No	서명	저자	발행처	원문제공시작년
491	Equilibrium pricing of contingent claims in tradable permit markets	Kijima, M.; Maeda, A.; Nishide, K.	John Wiley & Sons, Ltd	2010

492	Erratum to "Do Small Traders Contribute to Price Discovery? Evidence from the Hong Kong Hang Seng Index Markets"	unknown	John Wiley & Sons, Ltd	2010

493	A note on the relationship between the variability of the hedge ratio and hedging performance	Lien, D.	John Wiley & Sons, Ltd	2010

494	The effects of structural breaks and long memory on currency hedging	Lien, D.; Yang, L.	John Wiley & Sons, Ltd	2010

495	Economic determinants of default risks and their impacts on credit derivative pricing	Liao, S. L.; Chang, J. J.	John Wiley & Sons, Ltd	2010

496	The impact of off-market trading on liquidity: Evidence from the Australian options market	Lepone, A.; Yang, J. Y.	John Wiley & Sons, Ltd	2010

497	Estimation and testing of portfolio Value-at-Risk based on L-comoment matrices	Liu, W. H.	John Wiley & Sons, Ltd	2010

498	Do volatility determinants vary across futures contracts? Insights from a smoothed Bayesian estimator	Karali, B.; Dorfman, J. H.; Thurman, W. N.	John Wiley & Sons, Ltd	2010

499	Erratum to Pricing American options by canonical least-squares Monte Carlo by Q. Liu	unknown	John Wiley & Sons, Ltd	2010

500	The incremental value of a futures hedge using realized volatility	Lai, Y. S.; Sheu, H. J.	John Wiley & Sons, Ltd	2010

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