Searching for "Future contracts." – sorted by Relevance.
489 documents found, showing 1 through 10.
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Memory in returns and volatilities of futures’ contracts
- …Memory in Returns and Volatilities of Futures’ Contracts NUNO CRATO BONNIE K. RAY* Various authors…
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An Asian Option Approach to the Valuation of Insurance Futures Contracts
- … Anthony M. Santomero Director An Asian Option Approach to the Valuation of Insurance Futures Contracts…
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Crown Health Enterprises. Current and future contracts
- … services to Crown Health Enterprises. Current and future contracts specify several minimum performance…
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An investigation of cheapest-to-deliver on Treasury bond futures contracts
- …An investigation of cheapest-to-deliver on Treasury bond futures contracts Simon Benninga and Zvi…
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A Two-Factor Model for the Valuation of the T-Bond Futures Contract's Quality and Timing Options
- …A Two-Factor Model for the Valuation of the T-Bond Futures Contract's Quality and Timing Options…
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. Cross-Hedging Distillers Dried Grains: Exploring Corn and Soybean Meal Futures Contracts
- …Cross-Hedging Distillers Dried Grains: Exploring Corn and Soybean Meal Futures Contracts by Adam…
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Efficient Analytic Approximation of American Option Values
- … and commodity futures contracts. These approximations are accurate and considerably more computationally…
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Are REIT Returns Hedgeable?
- …** Arjun Chatrath*** Abstract. This study examines the ability of existing futures contracts to hedge…
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Migration of Price Discovery with Constrained Futures Markets
- … price limits on their futures contracts while leaving the options prices on these futures contracts…
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Noise in the Price Discovery Process:
- … futures contracts which obviate ambiguities due to periods of non-trading. Theoretical results suggest…
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