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Pricing options on foreign currency with a preset exchange rate
Wolf, Avner S.; Hessel, Christopher - In: Journal of mathematical finance 2 (2012) 3, pp. 214-224
Persistent link: https://www.econbiz.de/10009711988
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Optimal hedging with futures options
Wolf, Avner S. - In: Journal of economics & business 39 (1987) 2, pp. 141-158
Persistent link: https://www.econbiz.de/10001071007
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Import and hedging uncertainty in international trade
Wolf, Avner S. - In: The journal of futures markets 15 (1995) 2, pp. 101-110
Persistent link: https://www.econbiz.de/10001178571
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Fundamentals of commodity options on futures
Wolf, Avner S. - In: The journal of futures markets 2 (1982) 4, pp. 391-408
Persistent link: https://www.econbiz.de/10001080706
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Options of futures : pricing and the effect of an anticipated price change
Wolf, Avner S. - In: The journal of futures markets 4 (1984) 4, pp. 491-512
Persistent link: https://www.econbiz.de/10001082397
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Future economic information embedded in high yield spreads
Francis, Jack Clark; Hessel, Christopher; Wang, Jun - In: The journal of fixed income 26 (2016) 2, pp. 32-39
Persistent link: https://www.econbiz.de/10011684655
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Shorting leveraged ETF pairs
Hessel, Christopher; Nam, Jouahn; Wang, Jun; Xing, Cunyu; … - In: The journal of trading 13 (2018) 2, pp. 69-79
Persistent link: https://www.econbiz.de/10011877343
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Portfolios weighted by repurchase and total payout
Clark, Jack; Hessel, Christopher; Jun, Wang; Zhang, Ge - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 77-83
Persistent link: https://www.econbiz.de/10008652154
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The derived demand with hedging cost uncertainty in the futures markets
Paroush, Jacob - In: The economic journal : the journal of the Royal … 102 (1992) 413, pp. 831-844
Persistent link: https://www.econbiz.de/10001132369
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Empirical test of valuation models for options on t-note and t-bond futures
Cakici, Nusret - In: The journal of futures markets 13 (1993) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10001136845