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Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida; Tütüncü, Reha H.; Vicente, … - In: European journal of operational research : EJOR 187 (2008) 2, pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
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Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric; Dhaene, Geert; Sercu, Piet - In: The journal of futures markets 28 (2008) 11, pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
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Strategy experiments in an artificial futures market
Yamada, Takashi; Koyama, Yuhsuke; Terano, Takao - In: Evolutionary and institutional economics review 5 (2008) 1, pp. 29-51
Persistent link: https://www.econbiz.de/10003783185
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The (continuing) information problems in structured finance
Mason, Joseph R. - In: The journal of structured finance 14 (2008) 1, pp. 7-11
Persistent link: https://www.econbiz.de/10003786315
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Credit derivative product companies : a robust business model
Nance, Martin - In: The journal of structured finance 14 (2008) 3, pp. 58-61
Persistent link: https://www.econbiz.de/10003786366
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An underexploited opportunity : insurance-linked funding in the life space
Johnson, Ray C.; Booysen, David S. - In: The journal of structured finance 14 (2008) 3, pp. 62-69
Persistent link: https://www.econbiz.de/10003786367
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Do nonlinear tools make a difference in handling shipping derivatives?
Goulielmos, Alexander M.; Goulielmos, Matina A. - In: International journal of transport economics : IJTE 35 (2008) 3, pp. 345-371
Persistent link: https://www.econbiz.de/10003786480
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Credit derivatives, capital requirements and opaque OTC markets
Nicolò, Antonio; Pelizzon, Loriana - In: Journal of financial intermediation 17 (2008) 4, pp. 444-463
Persistent link: https://www.econbiz.de/10003786526
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Calibration of parametric CAT bonds : a case study of Mexican earthquakes
Härdle, Wolfgang; López Cabrera, Brenda - In: Schmollers Jahrbuch : journal of contextual economics 128 (2008) 4, pp. 615-630
Persistent link: https://www.econbiz.de/10003786603
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Effect of futures trading on spot price volatility: evidence for NSE Nifty using GARCH
Debasish, Sathya Swaroop - In: Afro-Asian Journal of Finance and Accounting : AAJFA 1 (2008) 2, pp. 140-150
Persistent link: https://www.econbiz.de/10003787139