结果:找到“Journal of Derivatives”相关内容16个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
求助两篇journal of derivatives的文献
2 个回复 - 1041 次查看
Pricing VIX Futures under the GJR–GARCH Process: An Analytical Approximation Method
Haibin Xie, Mo Zhou and Tinghui Ruan
The
Journal of Derivatives Summer 2020, 27 (4) 77-88; DOI: https://doi.org/1 ...
2020-8-8 11:47 - cattac - 文献求助专区
求助:Journal of Derivatives文献一篇
1 个回复 - 736 次查看
【作者(必填)】Robert L. Welch &Louis Culumovic
【文题(必填)】A Pr
ofitable Call Spreading Strategy on the CBOE
【年份(必填)】1995
【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/ ...
2016-10-24 17:08 - cooper56 - 求助成功区
Journal of Derivatives 文章一篇
4 个回复 - 1522 次查看
【作者(必填)】Jaesun Noh, Robert F. Engle, and Alex Kane
【文题(必填)】Forecasting Volatility and Option Prices
of the S&P 500 Index
【年份(必填)】1994 2 : 17-30.
【全文链接或数据库名称(选填)】 ...
2016-5-10 06:50 - wylin - 求助成功区
求 The Journal of Derivatives 文献一篇 谢谢
1 个回复 - 545 次查看
【作者(必填)】Luiz Vitiello and Ser-Huang Poon
【文题(必填)】General Equilibrium and Risk Neutral Framework for Option Pricing with a Mixture
of Distributions
【年份(必填)】2008
【全文链接或数 ...
2013-11-30 22:12 - 地下爆菊 - 求助成功区
求Journal of Derivatives论文1篇
5 个回复 - 1709 次查看
http://www.iijournals.com/doi/abs/10.3905/jod.1996.407969
Stock Market Volatility Around Expiration Days
G . Andrew Karolyi
The
Journal of Derivatives Winter 1996, Vol. 4, No. 2: pp. 23-43
2009-11-2 18:39 - yahoocom - 文献求助专区
Journal of Derivatives (Spring 2008)
6 个回复 - 2233 次查看
全新的
Journal of Derivatives, New York, Spring 2008, Vol.15, Iss.3Table
of Contents:Pricing and Hedging Volatility
DerivativesA Generalized Single Common Factor Model
of Portfolio Credit RiskRa ...
2008-6-21 17:41 - Cathylee - 文献求助专区
急求Journal of Derivatives论文1篇
1 个回复 - 1229 次查看
哪位大侠帮忙下载期刊文章。
【题 名】Modifying the LMM to Price Constant Maturity Swaps
【作 者】Ting-Pin Wu and Son-Nan Chen
【期刊名】The
Journal of Derivatives
Winter 2010, ...
2011-1-15 18:30 - lsl707 - 文献求助专区