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The price of COVID-19-induced uncertainty in the options market
Li, Jianhui; Ruan, Xinfeng; Zhang, Jin E. - In: Economics letters 211 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
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Price disagreements and adjustments in index derivatives markets
Ryu, Doojin; Yang, Heejin - In: Economics letters 151 (2017), pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
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Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: Economics letters 145 (2016), pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
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A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A. - In: Economics letters 231 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
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Alternative derivation of the leximin principle
Mori, Osamu - In: Economics letters 124 (2014) 1, pp. 157-159
Persistent link: https://www.econbiz.de/10010490532
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Credit default swaps and risk-shifting
Campello, Murillo; Matta, Rafael - In: Economics letters 117 (2012) 3, pp. 639-641
Persistent link: https://www.econbiz.de/10009679057
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Deriving the labour supply curve from happiness data
Dockery, Alfred Michael - In: Economics letters 117 (2012) 3, pp. 898-900
Persistent link: https://www.econbiz.de/10009682545
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Economic activity and time variation in expected futures returns
Miffre, Joëlle - In: Economics letters 73 (2001) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10001613334
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Preference-free optimal hedging using futures
Rao, Vadhindran K. - In: Economics letters 66 (2000) 2, pp. 223-228
Persistent link: https://www.econbiz.de/10001440042
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On the optimal hedge under unbiased futures prices
Lence, Sergio H. - In: Economics letters 47 (1995) 3, pp. 385-388
Persistent link: https://www.econbiz.de/10001178197