41 |
|
Richardson extrapolation techniques for the pricing of American-style options
|
Chang, C. C.; Chung, S. L.; Stapleton, R. C.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
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42 |
|
Target redemption notes
|
Chu, C. C.; Kwok, Y. K.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
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43 |
|
The finite sample properties of the GARCH option pricing model
|
Dotsis, G.; Markellos, R. N.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
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44 |
|
The pricing of electricity futures: Evidence from the European energy exchange
|
Wilkens, S.; Wimschulte, J.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
45 |
|
Back to the future: Futures margins in a future credit default swap index futures market
|
Bystrom, H. N.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
46 |
|
Trend derivatives: Pricing, hedging, and application to executive stock options
|
Leippold, M.; Syz, J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
47 |
|
Canonical valuation and hedging of index options
|
Gray, P.; Edwards, S.; Kalotay, E.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
48 |
|
AN examination of short QQQ option trades
|
Simon, D. P.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
49 |
|
The hidden martingale restriction in Gram-Charlier option prices
|
Corrado, C.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
50 |
|
Reply to "A comment on A hedging deficiency in eurodollar futures"
|
Chance, D. M.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
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