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Futures hedging using dynamic models of the variance/covariance structure
Poomimars, Ponladesh; Cadle, John; Theobald, Michael - In: The journal of futures markets 23 (2002) 3, pp. 241-260
Persistent link: https://www.econbiz.de/10001765112
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Estimation and hedging with a one-factor Heath-Jarrow-Morton model
Ho, Lan-chih; Cadle, John; Theobald, Michael - In: The journal of derivatives : the official publication … 8 (2001) 4, pp. 49-61
Persistent link: https://www.econbiz.de/10001613583
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Quality options and hedging in Japanese government bond futures markets
Yu, Shang-wu - In: Financial engineering and the Japanese markets 3 (1996) 2, pp. 171-193
Persistent link: https://www.econbiz.de/10001204399
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Quality options and hedging in Japanese government bond futures markets
Yu, Shang-wu; Theobald, Michael; Cadle, John - 1994
Persistent link: https://www.econbiz.de/10000901285