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The pricing of crude oil futures options contracts
Gibson, Rajna - In: Advances in futures and options research : a research annual 6 (1993), pp. 291-311
Persistent link: https://www.econbiz.de/10001145836
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The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff - In: Advances in futures and options research : a research annual 10 (1999), pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
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Components of the bid-ask spread of default-risky interest rate swaps
Brooks, Robert - In: Advances in futures and options research : a research annual 7 (1994), pp. 237-249
Persistent link: https://www.econbiz.de/10001196343
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Unbiased estimation of option prices : an examination of the return from hedging options against stocks
Butler, John S. - In: Advances in futures and options research : a research annual 7 (1994), pp. 167-176
Persistent link: https://www.econbiz.de/10001196346
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On the use of implied volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 7 (1994), pp. 147-165
Persistent link: https://www.econbiz.de/10001196347
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Empirical analysis of the liquidity of the S&P 500 index futures market during the October 1987 market break
Wang, George H. K. (contributor) - In: Advances in futures and options research : a research annual 4 (1990), pp. 191-218
Persistent link: https://www.econbiz.de/10001104155
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A valuation of the CRB futures contract : theory and evidence
Harpaz, Giora - In: Advances in futures and options research : a research annual 5 (1991), pp. 323-334
Persistent link: https://www.econbiz.de/10001123280
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Hedging fixed-rate mortgage investments against interest rate risk
Murphy, J. A. - In: Advances in futures and options research : a research annual 5 (1991), pp. 309-321
Persistent link: https://www.econbiz.de/10001123281
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Implied index volatilities and intraweek effects in the US equity market
Becker, Kent Gregory - In: Advances in futures and options research : a research annual 5 (1991), pp. 297-308
Persistent link: https://www.econbiz.de/10001123282
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A comparative analysis of price dependence in the spot and futures markets
Rao, Ramesh P. - In: Advances in futures and options research : a research annual 5 (1991), pp. 267-278
Persistent link: https://www.econbiz.de/10001123283