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Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
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Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.; Schwartz, Adam - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
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Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.; Ngo, Julie T. D. - In: Quantitative finance 22 (2022) 11, pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923