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Liquidity and pricing of credit default swaps in Japan : evidence from a benchmark index for corporate debt claims
Inaba, Kei-Ichiro - In: Journal of financial services research : JFSR 54 (2018) 1, pp. 111-143
Persistent link: https://www.econbiz.de/10012024963
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Islamic spot and index futures markets : where is the price discovery?
Karabiyik, Hande; Narayan, Paresh Kumar; Dinh Hoang … - In: Pacific-Basin finance journal 52 (2018), pp. 123-133
Persistent link: https://www.econbiz.de/10012035614
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Risk premia in the futures and forward markets
Cooper, Rick - In: The journal of futures markets 13 (1993) 4, pp. 357-371
Persistent link: https://www.econbiz.de/10001145982
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The analytic valuation of American options
Kim, In-joon - In: The review of financial studies 3 (1990) 4, pp. 547-572
Persistent link: https://www.econbiz.de/10001105891
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Exchange traded foreign warrants
Gruca, E. - In: Advances in futures and options research : a research annual 6 (1993), pp. 53-66
Persistent link: https://www.econbiz.de/10001145854
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Tests of an American option pricing model on the foreign currency options market
Bodurtha, James N. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 2, pp. 153-167
Persistent link: https://www.econbiz.de/10001025736
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An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag; Subrahmanyam, Marti G. - In: Journal of financial economics 55 (2000) 2, pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
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Pricing Nikkei put warrants
Wei, Jason - In: Journal of multinational financial management 2 (1992) 2, pp. 45-75
Persistent link: https://www.econbiz.de/10001142805
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Limiting differences between forward and futures prices in a Lucas consumption model
Wiener, Zvi; Benninga, Simon; Protopapadakis, Aris A. - 1994
Persistent link: https://www.econbiz.de/10000893125
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Option based assessments of expected price distributions
Sherrick, Bruce J. - 1989
Persistent link: https://www.econbiz.de/10000813301