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1
Pricing of electricity futures based on locational price differences : the case of
Finland
Junttila, Juha
;
Myllymäki, Valtteri
;
Raatikainen, Juhani
- In:
Energy economics
71
(
2018
),
pp. 222-237
Persistent link: https://www.econbiz.de/10011943003
Saved in:
2
Impact of individual stock derivatives introduction in India on its underlying spot market volatility
Nandy, Suparna
;
Chattopadhyay, Arup Kumar
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10011720262
Saved in:
3
Measuring margin
McDonald, Robert L.
-
2013
Persistent link: https://www.econbiz.de/10009713239
Saved in:
4
Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
Saved in:
5
Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram
;
Ryu, Doojin
- In:
Asian economic journal : journal of the East Asian …
30
(
2016
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
Saved in:
6
Short-term options : clienteles, market segmentation, and event trading
Chatrath, Arjun
;
Christie-David, Rohan
;
Miao, Hong
; …
- In:
Journal of banking & finance
61
(
2015
),
pp. 237-250
Persistent link: https://www.econbiz.de/10011545291
Saved in:
7
Price and volume effects of exchange-traded barrier options : evidence from Callable Bull/Bear Contracts
Lei, Adrian C. H.
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1042-1066
Persistent link: https://www.econbiz.de/10011546215
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8
Average price futures contracts : pricing, characteristics, and implications
Yoo, Jin
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 849-876
Persistent link: https://www.econbiz.de/10011471096
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9
The pricing kernel density : the case of the information that did not bark
Sala, Carlo
;
Barone-Adesi, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011506353
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10
Delayed disclosure of insider trades : incentives for and indicators of future performance?
Chang, Millicent
;
Watson, Iain D.
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 182-197
Persistent link: https://www.econbiz.de/10011538143
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