Narrow search
Showing 1 - 10 of 21
Cover Image
Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets
Brenner, Robin James - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10001218112
Cover Image
Valuation of path-dependent contingent claims with multiple exercise decisions over time : the case of take-or-pay
Thompson, Andrew C. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 271-293
Persistent link: https://www.econbiz.de/10001218104
Cover Image
Recovering an asset's implied PDF from option prices : an application to crude oil during the Gulf crisis
Melick, William Robert - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001218122
Cover Image
Pricing term structure risk in futures markets
Roon, Frans de - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 139-157
Persistent link: https://www.econbiz.de/10001243201
Cover Image
A strategic analysis of corners and squeezes
Cooper, David J. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 117-137
Persistent link: https://www.econbiz.de/10001243202
Cover Image
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
Cover Image
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Cover Image
Anticipatory traders and trading speed
Fishe, Raymond P. H.; Haynes, Richard; Onur, Esen - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 729-758
Persistent link: https://www.econbiz.de/10012138935
Cover Image
Dynamics of arbitrage
Ederington, Louis H.; Fernando, Chitru S.; Holland, … - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 4, pp. 1350-1380
Persistent link: https://www.econbiz.de/10012523334
Cover Image
Is there smart money? : how information in the commodity futures market is priced into the cross section of stock returns with delay
Ho, Steven Wei; Lauwers, Alexandre R. - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 8, pp. 3201-3230
Persistent link: https://www.econbiz.de/10014465417