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1
Put-call-futures parity pricing in
Australia
English, John W.
-
1993
-
2. draft
Persistent link: https://www.econbiz.de/10000889533
Saved in:
2
Some questions on the pricing of SPI futures contracts
Heaney, Richard A.
-
1993
Persistent link: https://www.econbiz.de/10000889675
Saved in:
3
Generalized put-call parity
Babbel, David F.
;
Eisenberg, Laurence K.
-
1991
Persistent link: https://www.econbiz.de/10000826231
Saved in:
4
Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina
-
2012
Persistent link: https://www.econbiz.de/10009548356
Saved in:
5
A pricing and hedging comparison of parametric and nonparametric approaches for American index options
Daglish, Toby
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 327-364
Persistent link: https://www.econbiz.de/10002214153
Saved in:
6
Pricing of Australian all ordinaries share price index futures contract
Heaney, Richard A.
- In:
Advances in Pacific Basin financial markets
2
(
1996
),
pp. 35-49
Persistent link: https://www.econbiz.de/10001208748
Saved in:
7
Put-call-futures parity pricing in
Australia
English, John W.
- In:
Advances in Pacific Basin financial markets
2
(
1996
),
pp. 23-34
Persistent link: https://www.econbiz.de/10001208749
Saved in:
8
Valuing the strategic option to sell life insurance business :
theory
and evidence
Klumpes, Paul J. M.
;
Shackleton, Mark B.
- In:
Journal of banking & finance
24
(
2000
)
10
,
pp. 1681-1702
Persistent link: https://www.econbiz.de/10001511634
Saved in:
9
Expectations of monetary policy in
Australia
implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
Saved in:
10
Put-call parity with futures-style margining
Easton, Stephen Andrew
- In:
The journal of futures markets
17
(
1997
)
2
,
pp. 215-227
Persistent link: https://www.econbiz.de/10001218563
Saved in:
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