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"
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unknown
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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
|
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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.
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John Wiley & Sons, Ltd
|
2010
|
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496 |
|
The impact of off-market trading on liquidity: Evidence from the Australian options market
|
Lepone, A.; Yang, J. Y.
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John Wiley & Sons, Ltd
|
2010
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497 |
|
Estimation and testing of portfolio Value-at-Risk based on L-comoment matrices
|
Liu, W. H.
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John Wiley & Sons, Ltd
|
2010
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498 |
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Do volatility determinants vary across futures contracts? Insights from a smoothed Bayesian estimator
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Karali, B.; Dorfman, J. H.; Thurman, W. N.
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John Wiley & Sons, Ltd
|
2010
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499 |
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Erratum to Pricing American options by canonical least-squares Monte Carlo by Q. Liu
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unknown
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John Wiley & Sons, Ltd
|
2010
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500 |
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The incremental value of a futures hedge using realized volatility
|
Lai, Y. S.; Sheu, H. J.
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John Wiley & Sons, Ltd
|
2010
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