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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1994
Persistent link: https://www.econbiz.de/10000888572
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1992 - Rev
Persistent link: https://www.econbiz.de/10000855925
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Order placement strategy of informed investors : limit orders and market impact
Angel, James Joseph - 1991
Persistent link: https://www.econbiz.de/10000869050
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Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J. - 1987
Persistent link: https://www.econbiz.de/10000741962
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A further examination of the relationship between forward and futures contracts
Ha, Tae-hyung - 1992
Persistent link: https://www.econbiz.de/10000876916
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Financial markets performance : theory and empirical evidence
Marquardt, Dirk Steffen - 1998
Persistent link: https://www.econbiz.de/10000671527
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Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank - 1997
Persistent link: https://www.econbiz.de/10000959293
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Quantifying heterogeneous expectations in speculative markets
Frechette, Darren L. - In: Progress in economics research 2 (2002), pp. 23-39
Persistent link: https://www.econbiz.de/10003742396
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The pricing, structure, and function of weather-linked bonds, mortgages, and operating credit
Turvey, Calum Greig - In: Agricultural finance review 68 (2008) 1, pp. 135-150
Persistent link: https://www.econbiz.de/10003762557