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Number of items: 5.

Article

Calmet, Xavier and Shaw, Nathaniel Wiesendanger (2019) An analytical perturbative solution to the Merton Garman model using symmetries. Journal of Futures Markets. pp. 1-30. ISSN 0270-7314

Alexander, Carol, Choi, Jaehjuk, Park, Heungji and Sohn, Sungbin (2019) BitMEX Bitcoin derivatives: price discovery, informational efficiency and hedging effectiveness. Journal of Futures Markets. pp. 1-21. ISSN 0270-7314

Alexander, Carol and Kaeck, Andreas (2012) Does model fit matter for hedging? Evidence from FTSE 100 options. Journal of Futures Markets, 32 (7). pp. 609-638. ISSN 0270-7314

Alexander, Carol, Rubinov, Alexander, Kalepky, Markus and Leontsinis, Stamatis (2012) Regime-dependent smile-adjusted delta hedging. Journal of Futures Markets, 32 (3). pp. 203-229. ISSN 0270-7314

Alexander, Carol, Kaeck, Andreas and Nogueira, Leonardo M (2009) Model risk adjusted hedge ratios. Journal of Futures Markets, 29 (11). pp. 1021-1049. ISSN 0270-7314

This list was generated on Fri Dec 6 15:40:25 2019 GMT.