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1
Pricing European basket warrants with default risk under stochastic
volatility
models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
2
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
3
Commodity futures price
volatility
, convenience yield and economic fundamentals
Power, Gabriel J.
;
Robinson, John R. C.
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1089-1095
Persistent link: https://www.econbiz.de/10010197057
Saved in:
4
Volatility
forecasting for crude oil futures
Marzo, Massimiliano
;
Zagaglia, Paolo
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176
Saved in:
5
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
6
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
7
Pricing options on the maximum of two average prices under stochastic
volatility
models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
8
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
9
Price discovery for copper futures in informationally linked markets
Li, Xindan
;
Zhang, Bing
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1555-1558
Persistent link: https://www.econbiz.de/10003894990
Saved in:
10
Extreme risk in futures contracts
Cotter, John
- In:
Applied economics letters
12
(
2005
)
8
,
pp. 489-492
Persistent link: https://www.econbiz.de/10002982907
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