| The binomial CEV model and the Greeks
|
2017 |
Cruz, Aricson |
| Differences in the prices of vulnerable options with different counterparties
|
2017 |
Wang, Xingchun |
| VIX exchange traded products : price discovery, hedging, and trading strategy
|
2017 |
Bordonado, Christoffer |
| Tail wags dog : intraday price discovery in VIX markets
|
2017 |
Bollen, Nicolas P. B. |
| The valuation of power exchange options with counterparty risk and jump risk
|
2017 |
Wang, Xingchun |
| Expanding the explanations for the return-volatility relation
|
2017 |
Talukdar, Bakhtear |
| Could the extended trading of CSI 300 Index futures facilitate its role of price discovery?
|
2017 |
Sohn, Sungbin |
| Sugar with your coffee? : fundamentals, financials, and softs price uncertainty
|
2017 |
Covindassamy, Genèvre |
| A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
|
2017 |
Lai, Yu-Sheng |
| Do trend following strategies work in Chinese futures markets?
|
2017 |
Li, Bin |
| VPIN, jump dynamics and inventory announcements in energy futures markets
|
2017 |
Bjursell, Johan |
| Macroeconomic conditions and credit default swap spread changes
|
2017 |
Kim, Tong Suk |
| The CDS-Bond basis arbitrage and the cross section of corporate bond returns
|
2017 |
Kim, Gi H. |
| A bivariate high-frequency-based volatility model for optimal futures hedging
|
2017 |
Lai, Yu-Sheng |
| Trading activity and rate of convergence in commodity futures markets
|
2017 |
Bosch, David |
| Informed trading in the options market and stock return predictability
|
2017 |
Han, Joongho |
| Forecasting the volatility of Nikkei 225 futures
|
2017 |
Asai, Manabu |
| Pricing vulnerable options with jump clustering
|
2017 |
Ma, Yong |
| Price discovery and foreign participation in Korea's government bond futures and cash markets
|
2017 |
Park, Cyn-Young |
| Cross-hedging ambiguous exchange rate risk
|
2017 |
Kit, Pong Wong |
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