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Random-variance option pricing : empirical tests of the model and delta-sigma hedging
Scott, Louis O. - In: Advances in futures and options research : a research annual 5 (1991), pp. 113-135
Persistent link: https://www.econbiz.de/10001123293
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On the theory of perfect hedging
Omberg, Edward - In: Advances in futures and options research : a research annual 5 (1991), pp. 1-29
Persistent link: https://www.econbiz.de/10001123298
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Portfolio insurance : does it pay?
Brooks, Robert - In: Advances in futures and options research : a research annual 6 (1993), pp. 329-353
Persistent link: https://www.econbiz.de/10001145829
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Combining various futures contracts to get better hedges
Goodman, Laurie Sharon - In: Advances in futures and options research : a research annual 3 (1988), pp. 257-268
Persistent link: https://www.econbiz.de/10001081727
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Hedged equity portfolios : components of risk and return
Peters, Ed - In: Advances in futures and options research : a research annual 1 (1986), pp. 75-91
Persistent link: https://www.econbiz.de/10001339383
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The effect of alternative return measures in financial futures research
Yau, Jot - In: Advances in futures and options research : a research annual 4 (1990), pp. 281-295
Persistent link: https://www.econbiz.de/10001101724
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An LP approach to option portfolio selection
Rendleman, Richard J. - In: Advances in futures and options research : a research annual 8 (1995), pp. 31-52
Persistent link: https://www.econbiz.de/10001211318
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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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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