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~subject:"Derivative"
~type_genre:"Article in journal"
~isPartOf:"Annals of finance"
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Leung, Tim
2
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Annals of finance
International journal of theoretical and applied finance
19
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The journal of futures markets
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10
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International journal of financial engineering
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Die Bank
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Insurance / Mathematics & economics
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
2
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
3
Pricing and hedging basis risk under no good deal assumption
Carassus, Laurence
;
Temam, E.
- In:
Annals of finance
10
(
2014
)
1
,
pp. 127-170
Persistent link: https://www.econbiz.de/10010244570
Saved in:
4
A computational study on general equilibrium pricing of derivative securities
Thijssen, Jacco J. J.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 505-523
Persistent link: https://www.econbiz.de/10003737208
Saved in:
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