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Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies
Jong, Abe de - In: The journal of futures markets 17 (1997) 7, pp. 817-837
Persistent link: https://www.econbiz.de/10001228460
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Put-call parities and the value of early exercise for put options on a performance index
Roon, Frans de - In: The journal of futures markets 16 (1996) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10001193436
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Reverse convertible bonds analyzed
Szymanowska, Marta; Horst, Jenke R. ter; Veld, Chris H. - In: The journal of futures markets 29 (2009) 10, pp. 895-919
Persistent link: https://www.econbiz.de/10003900938
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Reverse convertible bonds analyzed
Szymanowska, Marta; Horst, Jenke Ter; Veld, Chris - In: The journal of futures markets 29 (2009) 10, pp. 895-919
Persistent link: https://www.econbiz.de/10008285609
Cover Image
Out-of-Sample Hedging Effectiveness of Currency Futures for Alternative Models and Hedging Strategies
Jong, Abe De; Roon, Frans De; Veld, Chris - In: The journal of futures markets 17 (1997) 7, pp. 817-838
Persistent link: https://www.econbiz.de/10007367513
Cover Image
Put-Call Parities and the Value of Early Exercise for Put Options on a Performance Index
Roon, Frans De; Veld, Chris - In: The journal of futures markets 16 (1996) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10007318154