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The options edge : winning the volatility game with options on futures
Gallacher, William R. - 1998
Persistent link: https://www.econbiz.de/10000670962
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The effect of introducing a non-redundant derivative on the volatility of stock-market returns
Bhamra, Harjoat Singh; Uppal, Raman - 2006
Persistent link: https://www.econbiz.de/10003353062
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Who profits from futures markets?
Bolle, Friedel - In: IFO-Studien : Zeitschrift für empirische … 39 (1993) 3, pp. 239-256
Persistent link: https://www.econbiz.de/10001331753
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Competitive equilibrium with type convergence in an asymmetrically informed market
Thakor, Anjan V. - In: The review of financial studies 2 (1989) 1, pp. 49-71
Persistent link: https://www.econbiz.de/10001088713
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An introduction to complete markets
Flood, Mark D. - In: Review / Federal Reserve Bank of St. Louis 73 (1991) 2, pp. 32-57
Persistent link: https://www.econbiz.de/10001107002
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Option values and bargaining delays
Avery, Christopher - In: Games and economic behavior 7 (1994) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10001171288
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Physical and financial virtual power plants
Willems, Bert (contributor) - 2005
Persistent link: https://www.econbiz.de/10002789893
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Futures market contracting : when you don't know who the optimists are
Harstad, Ronald M. - In: Understanding strategic interaction : essays in honor …, (pp. 63-78). 1996
Persistent link: https://www.econbiz.de/10001293564
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Risk minimization and optimal derivative design in a principal agent game
Horst, Ulrich; Moreno-Bromberg, Santiago - In: Mathematics and financial economics 2 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003880875