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Valuation and optimal exercise of the wild card option in the Treasury bond futures market
Kane, Alex - In: The journal of finance : the journal of the American … 41 (1986) 1, pp. 195-207
Persistent link: https://www.econbiz.de/10001008804
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Valuation of American futures options : theory and empirical tests
Whaley, Robert E. - In: The journal of finance : the journal of the American … 41 (1986) 1, pp. 127-150
Persistent link: https://www.econbiz.de/10001008808
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Trading financial futures : markets, methods, strategies, and tactics
Labuszewski, John W.; Nyhoff, John E. - 1988
Persistent link: https://www.econbiz.de/10000747438
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An theoretical and empirical study of options on default free coupon bonds
Finucane, Thomas J. - 1986
Persistent link: https://www.econbiz.de/10000751524
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An empirical investigation into the effects of margin requirementsin organized commodity futures markets
MacCain, Wesley George - 1969
Persistent link: https://www.econbiz.de/10000751627
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Option based assessments of expected price distributions
Sherrick, Bruce J. - 1989
Persistent link: https://www.econbiz.de/10000813301
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Program trading and price movements around the October 1987 market break
Furbush, Dean - 1989
Persistent link: https://www.econbiz.de/10000813408
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Derivative financial products
Marki, Susan R. - 1991
Persistent link: https://www.econbiz.de/10000813508
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The relative pricing of actual, futures, and options : an empirical study of the NYSe index
Weaver, Samuel C. - 1985
Persistent link: https://www.econbiz.de/10000816561
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Introduction to futures and options markets
Hull, John - 1991 - 1. [print.]
Persistent link: https://www.econbiz.de/10000817711