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Valuation of stock index futures and their relation to the underlying index : theory and evidence
Junkus, Joan C. - 1984
Persistent link: https://www.econbiz.de/10000832569
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Options, futures, and other derivatives
Hull, John - 1997 - 3. ed., internat. ed
Persistent link: https://www.econbiz.de/10008729855
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Lévy betas : static hedging with index futures
Wong, Hoi Ying; Cheung, Edwin Kwan Hung; Wong, Shiu Fung - In: The journal of futures markets 32 (2012) 11, pp. 1034-1059
Persistent link: https://www.econbiz.de/10009697814
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Options, futures & other derivatives
Hull, John - 2000 - 4. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001388329
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Uncovering the distribution of option implied risk aversion
Kyriacou, Maria; Olmo, Jose; Strittmatter, Marius - In: Journal of mathematical finance 9 (2019) 2, pp. 81-104
Persistent link: https://www.econbiz.de/10012116675
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From innovation to obfuscation : continuous time finance fifty years later
Perrakis, Stylianos - In: Financial markets and portfolio management 36 (2022) 3, pp. 369-401
Persistent link: https://www.econbiz.de/10013431700
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Pricing of options on an index containing stale prices
Jokivuolle, Esa - 1994
Persistent link: https://www.econbiz.de/10000887558
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Options on stock indexes : a comparison of the black-scholes option pricing formula and an autogregressive model
Halpern, Marc - 1985
Persistent link: https://www.econbiz.de/10000834665
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The predictability of KLSE CI stock index futures returns and the conditional multifactor APT model
Ford, James L.; Pok, Wee Ching; Poshakwale, Sunil S. - 2006
Persistent link: https://www.econbiz.de/10003349102
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Average price futures contracts : pricing, characteristics, and implications
Yoo, Jin - In: Asia-Pacific journal of financial studies 44 (2015) 6, pp. 849-876
Persistent link: https://www.econbiz.de/10011471096