| 31 |
|
Approximate basket option valuation for a simplified jump process
|
Flamouris, D.; Giamouridis, D.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
|
| 32 |
|
On estimating an assets implicit beta
|
Husmann, S.; Stephan, A.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
|
| 33 |
|
The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash
|
Fung, J. K.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
|
| 34 |
|
Equity swaps in a LIBOR market model
|
Wu, T. P.; Chen, S. N.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
|
| 35 |
|
Order imbalance and the pricing of index futures
|
Fung, J. K.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
|
| 36 |
|
An efficient approximation method for American exotic options
|
Chang, G.; Kang, J.; Kim, H. S.; Kim, I. J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
|
| 37 |
|
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets
|
Switzer, L. N.; El-Khoury, M.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
|
| 38 |
|
The impact of execution delay on the profitability of put-call-futures trading strategies-Evidence from Taiwan
|
Chiou, J. R.; Hsieh, W. L.; Lin, Y. Y.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
|
| 39 |
|
Turn-of-the-month and intramonth effects: Explanation from the important macroeconomic news announcements
|
Nikkinen, J.; Sahlstrom, P.; Aijo, J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
|
| 40 |
|
Editors note
|
Webb, R. I.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2007
|
|
|
|
