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11 저널기사 The Design and Pricing of Fixed- and Moving-Window Contracts: An Application of Asian-Basket Option Pricing Methods to the Hog-Finishing Sector/ 미리보기
Shao, R Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
12 저널기사 A Note on the Derivation of Black-Scholes Hedge Ratios/ 미리보기
Su, T Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
13 저널기사 Optimum Futures Hedge in the Presence of Clustered Supply and Demand Shocks, Stochastic Basis, and Firm's Costs of Hedging/ 미리보기
Chang, C. W Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
14 저널기사 The Interrelation of Price Volatility and Trading Volume of Currency Options/ 미리보기
Sarwar, G Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
15 저널기사 Testing the Mixture-of-Distributions Hypothesis Using "Realized" Volatility/ 미리보기
Luu, J. C Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
16 저널기사 Bid-Ask Spreads, Volatility, Quote Revisions, and Trades of Thinly Traded Futures Contracts/ 미리보기
Ding, D. K Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
17 저널기사 Analytic Approximation Formulae for Pricing Forward-Starting Asian Options/ 미리보기
Tsao, C.-Y Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
18 저널기사 Futures Market Equilibrium Under Knightian Uncertainty/ 미리보기
Lien, D Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
19 저널기사 Pricing of Moving-Average-Type Options with Applications/ 미리보기
Kao, C.-H Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
20 저널기사 An Empirical Investigation of the GARCH Option Pricing Model: Hedging Performance/ 미리보기
Yung, H. H. M Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
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