A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets Author(s) Sepideh Dolatabadi Ke Xu Morten Ø. Nielsen Read more about A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets
Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets Author(s) Giuseppe Cavaliere Morten Ø. Nielsen A.M. Robert Taylor Read more about Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets
The Multinomial Option Pricing Model And Its Brownian And Poisson Limits Author(s) Dilip B. Madan Frank Milne Hersh Shefrin Read more about The Multinomial Option Pricing Model And Its Brownian And Poisson Limits
Option Pricing With V. G. Martingale Components Author(s) Dilip B. Madan Frank Milne Read more about Option Pricing With V. G. Martingale Components
Contingent Claims Valued And Hedged By Pricing And Investing In A Basis Author(s) Dilip B. Madan Frank Milne Read more about Contingent Claims Valued And Hedged By Pricing And Investing In A Basis
A General Equilibrium Financial Asset Economy With Transaction Costs And Trading Constraints Author(s) Frank Milne Edwin H. Neave Read more about A General Equilibrium Financial Asset Economy With Transaction Costs And Trading Constraints
Incomplete Diversification And Asset Pricing Author(s) Robert Elliott Dilip B. Madan Frank Milne Read more about Incomplete Diversification And Asset Pricing
Equilibrium Valuation Of Options On The Market Portfolio With Stochastic Volatility And Return Predictability Author(s) Melanie Cao Read more about Equilibrium Valuation Of Options On The Market Portfolio With Stochastic Volatility And Return Predictability
Equilibrium Valuation Of Currency Options In A Small Open Economy Author(s) Melanie Cao Read more about Equilibrium Valuation Of Currency Options In A Small Open Economy
