International Journal of Financial Markets and Derivatives
2010 Vol.1 No.3
Pages | Title and author(s) |
243-257 | Convergence to efficiency in FTSE-100 futures marketDonald Lien, Ju Xiang DOI: 10.1504/IJFMD.2010.034237 |
258-273 | A binomial model for pricing US-style average options with reset featuresMassimo Costabile, Ivar Massabo, Emilio Russo DOI: 10.1504/IJFMD.2010.034238 |
274-306 | Binomial bias in pricing and early exercising American put optionsDavid H. Goldenberg DOI: 10.1504/IJFMD.2010.034240 |
307-325 | The Sao Paulo Stock Exchange: a multilevel analysis of firm and industry effects on profitability evolution and hedge strategiesLuiz Paulo Lopes Favero DOI: 10.1504/IJFMD.2010.034241 |
326-348 | Does Latin America affect the Spanish stock market?Henry Aray DOI: 10.1504/IJFMD.2010.034242 |