G13

Contingent Pricing; Futures Pricing

A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets

Author(s)

Sepideh Dolatabadi

Morten Ø. Nielsen

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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

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The Multinomial Option Pricing Model And Its Brownian And Poisson Limits

Author(s)

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Option Pricing With V. G. Martingale Components

Author(s)

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Contingent Claims Valued And Hedged By Pricing And Investing In A Basis

Author(s)

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A General Equilibrium Financial Asset Economy With Transaction Costs And Trading Constraints

Author(s)

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Incomplete Diversification And Asset Pricing

Author(s)

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Equilibrium Valuation Of Options On The Market Portfolio With Stochastic Volatility And Return Predictability

Author(s)

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Equilibrium Valuation Of Currency Options In A Small Open Economy

Author(s)

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