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Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G. - In: The journal of futures markets 20 (2000) 8, pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
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An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G. - In: The journal of futures markets 19 (1999) 7, pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
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American vs. European options on the value line index
Cakici, Nusret - In: The journal of futures markets 8 (1988) 3, pp. 373-388
Persistent link: https://www.econbiz.de/10001134556
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Empirical test of valuation models for options on t-note and t-bond futures
Cakici, Nusret - In: The journal of futures markets 13 (1993) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10001136845
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Premiums on stock index futures : some evidence
Bhatt, Swati - In: The journal of futures markets 10 (1990) 4, pp. 367-375
Persistent link: https://www.econbiz.de/10001128011
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Pricing stock index futures with stochastic interest rates
Cakici, Nusret - In: The journal of futures markets 11 (1991) 4, pp. 441-452
Persistent link: https://www.econbiz.de/10001109935
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Pricing Eurodollar futures options with the Heath-Jarrow-Morton model
Cakici, Nusret; Zhu, Jintao - In: The journal of futures markets 21 (2001) 7, pp. 655-680
Persistent link: https://www.econbiz.de/10001588271
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Pricing Eurodollar Futures Options with the Heath-Jarrow-Morton Model
Cakici, Nusret; Zhu, Jintao - In: The journal of futures markets 21 (2001) 7, pp. 655-680
Persistent link: https://www.econbiz.de/10006832675
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Empirical Tests of Valuation Models for Options on T-Note and T-Bond Futures
Cakici, Nusret; Chatterjee, Sris; Wolf, Avner - In: The journal of futures markets 13 (1993) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10006869700
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Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.; Genberg, Hans; Neftci, Salih N. - In: The journal of futures markets 22 (2002) 12, pp. 1119-1146
Persistent link: https://www.econbiz.de/10001713588