| 1 |
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An efficient approximation method for American exotic options
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Chang, G.; Kang, J.; Kim, H. S.; Kim, I. J.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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| 2 |
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An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
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Lien, D.; Shrestha, K.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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| 3 |
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An examination of momentum strategies in commodity futures markets
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Shen, Q.; Szakmary, A. C.; Sharma, S. C.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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| 4 |
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AN examination of short QQQ option trades
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Simon, D. P.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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| 5 |
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Approximate basket option valuation for a simplified jump process
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Flamouris, D.; Giamouridis, D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2007
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