Pricing futures on geometric indexes : a discrete time approach
Year of publication: |
2007
|
---|---|
Authors: | Harel, Arie ; Harpaz, Giora ; Francis, Jack Clark |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 28.2007, 3, p. 227-240
|
Subject: | Derivat | Derivative | Index-Futures | Index futures | Börsenkurs | Share price | USA | United States |
-
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun, (2016)
-
Triple-witching hour, the change in expiration timing, and stock market reaction
Chen, Chao, (1994)
-
Booth, G. Geoffrey, (1993)
- More ...
-
Exchange mergers and electronic trading
Francis, Jack Clark, (2009)
-
Pricing securities with exchange-imposed price limits via risk neutral valuation
Harel, Arie, (2007)
-
Actuarially fair premia for deductible insurance policies
Francis, Jack Clark, (2010)
- More ...